Expected returns, risk premia, and volatility surfaces implicit in option market prices
Year of publication: |
2011
|
---|---|
Authors: | Câmara, António ; Krehbiel, Timothy L. ; Li, Weiping |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 1, p. 215-230
|
Subject: | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium |
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