Option Pricing Models with HF Data - A Comparative Study - The Properties of the Black Model with Different Volatility Measures
Year of publication: |
2011
|
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Authors: | Kokoszczynski, Ryszard |
Other Persons: | Sakowski, Paweł (contributor) ; Slepaczuk, Robert (contributor) ; Strawinski, Pawel (contributor) ; Nehrebecka, Natalia (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (33 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1832227 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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