Can Standard Preferences Explain the Prices of Out of the Money S&P 500 Put Options
Year of publication: |
[2009]
|
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Authors: | Benzoni, Luca |
Other Persons: | Collin-Dufresne, Pierre (contributor) ; Goldstein, Robert S. (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Präferenztheorie | Theory of preferences | Volatilität | Volatility | Kapitaleinkommen | Capital income | Ökonometrisches Modell | Econometric model | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (43 p) |
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Series: | NBER Working Paper ; No. w11861 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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