A spanning series approach to options
Year of publication: |
June 2017
|
---|---|
Authors: | Heston, Steven L. ; Rossi, Alberto |
Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 7.2017, 1, p. 1-42
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätzung | Estimation | USA | United States |
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