The weekend effect on implied volatility in option valuation
Jussi Nikkinen and Seppo Pynnönen
| Year of publication: |
2007
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|---|---|
| Authors: | Nikkinen, Jussi ; Pynnönen, Seppo |
| Published in: |
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli. - Vaasa : Univ. Wasaensis, ISBN 978-952-476-180-2. - 2007, p. 237-250
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| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Kalendereffekt | Calendar effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003612785