Commodity Option Implied Volatilities and the Expected Futures Returns
Year of publication: |
2019
|
---|---|
Authors: | Gao, Lin |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative |
Extent: | 1 Online-Ressource (74 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 12, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2939649 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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