U-shaped pricing kernel, volatility and expected option returns
submitted by Tobiass Florian Sichert (Master of Science) from Regensburg, Germany
| Year of publication: |
2020
|
|---|---|
| Authors: | Sichert, Tobias Florian |
| Institutions: | Goethe-Universität Frankfurt am Main (degree granting) |
| Publisher: |
Frankfurt am Main |
| Subject: | Optionspreistheorie | Option pricing theory | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Nichtparametrische Schätzung | Nonparametric estimation | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | xviii, 198 Seiten Illustrationen 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Dissertation, Johann Wolfgang Goethe-University Frankfurt am Main, 2020 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012302060