Information uncertainty and implied volatilities
Jong-Woon Hong, Hyoung-Jin Park
| Year of publication: |
2019
|
|---|---|
| Authors: | Hong, Jong-Woon ; Park, Hyoung-Jin |
| Published in: |
Journal of international trade & commerce. - Seoul, South Korea : Korea International Trade Research Institute, ISSN 1738-8112, ZDB-ID 2920574-8. - Vol. 15.2019, 2, p. 31-43
|
| Subject: | Historical Volatility | Implied Volatility | Information Uncertainty | Realized Volatility | Volatilität | Volatility | Risiko | Risk | Information | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.16980/jitc.15.2.201904.31 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545214