The skewness premium : option pricing under asymmetric processes
David S. Bates
| Year of publication: |
1997
|
|---|---|
| Authors: | Bates, David S. |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 9.1997, p. 51-82
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Schätzung | Estimation | Index-Futures | Index futures | USA | United States | 1983-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001226772