Implied Volatility and the Risk-Free Rate of Return in Options Markets
Year of publication: |
2015
|
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Authors: | Bianconi, Marcelo |
Other Persons: | MacLachlan, Scott (contributor) ; Sammon, Marco (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | CAPM |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: North American Journal of Economics and Finance, 31, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2386017 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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