Modelling implied volatility with OLS and panel data models
Year of publication: |
1996
|
---|---|
Authors: | Ncube, Mthuli |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 1, p. 71-84
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Index-Futures | Index futures | Theorie | Theory | Großbritannien | United Kingdom |
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