The constant elasticity of variance models : new evidence from S&P 500 index options
C. F. Lee; Ta-Peng Wu; Ren-Raw Chen
| Year of publication: |
2004
|
|---|---|
| Authors: | Lee, Cheng F. ; Wu, Ta-peng ; Chen, Ren-Raw |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 7.2004, 2, p. 173-190
|
| Subject: | S&P 500 Index | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002131787