Mean-reversion across MENA stock markets : implications for derivative pricing
Year of publication: |
2003
|
---|---|
Authors: | Hakim, Sam R. ; Neaime, Simon |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 8.2003, 3, p. 347-358
|
Subject: | Derivat | Derivative | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Mean Reversion | Mean reversion | MENA-Staaten | MENA countries |
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