Are traders' rules useful for pricing options? : evidence from intraday data
Sol Kim
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Sol |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/15, 1, p. 63-84
|
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastische Volatilität | Stochastic volatility | Aktienindex | Stock index | Südkorea | South Korea |
| 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/10010476252