Price clustering in the CAC 40 index options market
Year of publication: |
2007
|
---|---|
Authors: | Capelle-Blancard, Gunther ; Chaudhury, Mohammed M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 13/15, p. 1201-1210
|
Subject: | Index-Futures | Index futures | Clusteranalyse | Cluster analysis | Volatilität | Volatility | Frankreich | France | 1997-1999 |
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