Options and bubbles
Year of publication: |
2007
|
---|---|
Authors: | Heston, Steven L. ; Loewenstein, Mark A. ; Willard, Gregory A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 2, p. 359-390
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Spekulationsblase | Bubbles | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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