Extracting market expectations from option prices : case studies in Japanese option markets
Year of publication: |
1999
|
---|---|
Authors: | Nakamura, Hisashi ; Shiratsuka, Shigenori |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 17.1999, 1, p. 1-43
|
Subject: | Optionsgeschäft | Option trading | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | Japan | 1989-1994 |
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