Options markets, self-fulfilling prophecies, and implied volatilities
Year of publication: |
1998
|
---|---|
Authors: | Cherian, Joseph A. |
Other Persons: | Jarrow, Robert A. (contributor) |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 2.1998, 1, p. 5-37
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Unvollkommener Markt | Incomplete market | Erwartungsbildung | Expectation formation | Theorie | Theory |
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