On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Year of publication: |
2002
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Authors: | Bellalah, Mondher |
Published in: |
International financial systems and stock volatility : issues and remedies. - Amsterdam [u.a.] : JAI, ISBN 0-7623-0855-9. - 2002, p. 271-297
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Subject: | Paris | 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 |
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