Modelling the implied probability of stock market movements
Year of publication: |
2003
|
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Authors: | Scheicher, Martin ; Glatzer, Ernst |
Published in: |
Economic & financial modelling : a journal of the European Economics and Financial Centre. - London, ISSN 1350-7419, ZDB-ID 1288650-6. - Vol. 10.2003, 4, p. 153-197
|
Subject: | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Aktienindex | Stock index | Volatilität | Volatility | Deutschland | Germany | Risikoneutralität | Risk neutrality | 1995-2001 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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