Exploiting option information in the equity market
Year of publication: |
2012
|
---|---|
Authors: | Baltussen, Guido ; Grient, Bart van der ; Groot, Wilma de ; Hennink, Erik ; Zhou, Weili |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 68.2012, 4, p. 56-72
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility |
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