Information-time option pricing : theory and empirical evidence
Year of publication: |
1998
|
---|---|
Authors: | Chang, Carolyn C. W. |
Other Persons: | Chang, Jack S. K. (contributor) ; Lim, Kian-Guan (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 48.1998, 2, p. 211-242
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zeitökonomie | Economy of time | Informationsökonomik | Economics of information | Theorie | Theory | USA | United States |
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