Impact of stock price jumps on option values
Year of publication: |
1999
|
---|---|
Authors: | Trautmann, Siegfried ; Beinert, Michaela |
Published in: |
Empirical research on the German capital market : with 60 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1193-9. - 1999, p. 303-322
|
Subject: | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Volatilität | Volatility | Finanzkrise | Financial crisis | Theorie | Theory | Deutschland | Germany | 1983-1991 |
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