Option implied moments : an application to Nikkei 225 futures options
Year of publication: |
2002
|
---|---|
Authors: | Ang, Kian Ping ; Rahman, Shafiqur ; Tan, Kok-hui |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 5.2002, 3, p. 301-320
|
Subject: | Optionspreistheorie | Option pricing theory | Terminbörse | Futures exchange | Volatilität | Volatility | Japan |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Review of Pacific Basin financial markets and policies |
Source: | ECONIS - Online Catalogue of the ZBW |
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