Statistical analysis of absolute transaction price changes of options
Year of publication: |
2004
|
---|---|
Other Persons: | Czado, Claudia (contributor) ; Kolbe, Andreas (contributor) |
Publisher: |
München : Techn. Univ., Sonderforschungsbereich Statistische Analyse Diskreter Strukturen |
Subject: | Optionspreistheorie | Option pricing theory | Statistische Methode | Statistical method | Börsenkurs | Share price |
Extent: | Online-Ressource, 27 p., text ill |
---|---|
Series: | Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München. - München : [Verlag nicht ermittelbar], ZDB-ID 2172047-2. - Vol. 384 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader Systemvoraussetzungen: PostScript |
Other identifiers: | hdl:10419/31142 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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