Systematic risk and the price structure of individual equity options
Year of publication: |
2009
|
---|---|
Authors: | Duan, Jin-Chuan ; Wei, Jason |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 5, p. 1981-2006
|
Subject: | Aktienoption | Stock option | Risiko | Risk | Volatilität | Volatility | USA | United States | 1991-1995 |
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