Market expectations and option prices : evidence for the DAX 30
Year of publication: |
June 2012
|
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Authors: | Husmann, Sven ; Lubnau, Thorben ; Todorova, Neda |
Published in: |
International journal of economic perspectives : IJEP. - Famagusta : Soc., ISSN 1307-1637, ZDB-ID 2464117-0. - Vol. 6.2012, 2, p. 169-181
|
Subject: | Implicit expectations | Option prices | CAPM | Technical trading | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Optionsgeschäft | Option trading |
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