Identifying Volatility Risk Premia from Fixed Income Asian Options
Year of publication: |
2018
|
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Authors: | Almeida, Caio |
Other Persons: | Vicente, Jose (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Unvollkommener Markt | Incomplete market | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Volatilität | Volatility | Welt | World | Theorie | Theory |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.3142985 [DOI] |
Classification: | C13 - Estimation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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