Implied Volatility of Leveraged ETF Options
Year of publication: |
2015
|
---|---|
Authors: | Leung, Tim |
Other Persons: | Sircar, Kaushik Ronnie (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Indexderivat | Index derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Mathematical Finance, vol. 22, issue 2, pp.162-188, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2164518 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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