Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
C. J. Corrado and Tie Su
| Year of publication: |
1997
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|---|---|
| Authors: | Corrado, Charles Joseph |
| Other Persons: | Su, Tie (contributor) |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 1, p. 73-85
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory |
| 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/10001219143