Can Standard Preferences Explain the Prices of Out-of-The-Money S&P 500 Put Options?
Year of publication: |
[2011]
|
---|---|
Authors: | Benzoni, Luca |
Other Persons: | Collin-Dufresne, Pierre (contributor) ; Goldstein, Robert S. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2005 erstellt |
Other identifiers: | 10.2139/ssrn.775146 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
- More ...
-
Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca, (2012)
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
- More ...