Spanning tests for options using principal components methods
Year of publication: |
2007
|
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Authors: | Hansen, Charlotte S. ; Tuypens, Bjorn E. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 7/9, p. 739-746
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | USA | United States | 1996-2002 |
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