The Dynamics of Risk-Neutral Implied Moments : Evidence from Individual Options
Year of publication: |
2010
|
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Authors: | Hansis, Alexandra |
Other Persons: | Schlag, Christian (contributor) ; Vilkov, Grigory (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätzung | Estimation | Aktienoption | Stock option | Momentenmethode | Method of moments | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1470674 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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