Endogenous extreme events and the dual role of prices
Year of publication: |
2012
|
---|---|
Authors: | Daníelsson, Jón ; Shin, Hyun Song ; Zigrand, Jean-Pierre |
Published in: |
Annual review of economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1383, ZDB-ID 2525440-6. - Vol. 4.2012, p. 83-109
|
Subject: | Finanzmarkt | Financial market | Schock | Shock | Risiko | Risk | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Hedging | USA | United States | 2010 |
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