A Tale of Two Option Markets : Pricing Kernels and Volatility Risk
Year of publication: |
2017
|
---|---|
Authors: | Song, Zhaogang ; Xiu, Dacheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | FEDS Working Paper ; No. 2014-58 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2014-01-30 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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