Investigating the Market Price of Volatility Risk for Options in a Regime-Switching Market
Year of publication: |
2013
|
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Authors: | Mielkie, Melissa |
Other Persons: | Davison, Matt (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 16, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2326534 [DOI] |
Classification: | G1 - General Financial Markets ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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