Option-implied filtering : evidence from the GARCH option pricing model
Bingxin Li
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Bingxin |
| Subject: | Option valuation | Discrete-time pricing model | Crude oil | State variable | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Ölmarkt | Oil market | Volatilität | Volatility | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-019-00816-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012233110