Testing the alternative two-state options pricing models : An empirical analysis on TXO
Year of publication: |
2019
|
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Authors: | Su, Ender ; Wong, Kai Wen |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 72.2019, p. 101-116
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Subject: | Black-Scholes | Constant elasticity variance | Jump diffusion | Two-state volatility | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | CAPM |
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