On the importance of the traders' rules for pricing options : evidence from intraday data
Sol Kim; Changjun Lee
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Sol ; Lee, Changjun |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 43.2014, 6, p. 873-894
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| Subject: | Option pricing | Volatility smiles | Black and Scholes | Traders' rules | Stochastic volatility | Jumps | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010476863