Is the realized volatility good for option pricing during the recent financial crisis?
Year of publication: |
2013
|
---|---|
Authors: | Jou, Yow-jen ; Wang, Chih-wei ; Chiu,Wan-chien |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 40.2013, 1, p. 171-188
|
Subject: | Volatilität | Volatility | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory |
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