Identifying volatility risk premia from fixed income Asian options
Caio Almeida; José Vicente
| Year of publication: |
2009
|
|---|---|
| Authors: | Almeida, Caio ; Vicente, José |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 4, p. 652-661
|
| Subject: | Optionsgeschäft | Option trading | Risikoprämie | Risk premium | Volatilität | Volatility | Unvollkommener Markt | Incomplete market | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003820565