Mispricing of S&P 500 index options
Year of publication: |
Oct. 2005
|
---|---|
Other Persons: | Kōnstantinidēs, Giōrgos (contributor) ; Jackwerth, Jens Carsten (contributor) ; Perrakis, Stylianos (contributor) |
Publisher: |
Konstanz : CoFE |
Subject: | Index-Futures | Index futures | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Black-Scholes-Modell | Black-Scholes model | USA | United States | 1986-2006 |
Extent: | Online-Ressource, 49 S., Text graph. Darst |
---|---|
Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2005,09 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/32172 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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