New evidence on the implied-realized volatility relation
Year of publication: |
2002
|
---|---|
Authors: | Christensen, Bent Jesper ; Strunk Hansen, Charlotte |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 8.2002, 2, p. 187-205
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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