Using option prices to measure financial market views about balances of risk to future asset prices
by Damien Lynch and Nikolaos Panigirtzoglou
| Year of publication: |
2004
|
|---|---|
| Authors: | Lynch, Damien ; Panigirtzoglou, Nikolaos |
| Published in: |
Quarterly bulletin / Bank of England. - London : Bank of England Publ. Group, ISSN 0005-5166, ZDB-ID 715234-6. - Vol. 44.2004, 4, p. 442-454
|
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model |
| 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/10002485485