On the smile effect and market imperfections in the presence of jumps and incomplete information
Mondher Bellalah; Fabrice Riva
| Year of publication: |
2001
|
|---|---|
| Authors: | Bellalah, Mondher ; Riva, Fabrice |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 15.2001, 4, p. 1279-1287
|
| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Unvollkommene Information | Incomplete information | Informationskosten | Information costs | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance India |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001666217