The Fear of Rare Economic Disasters Reflected in Option Prices
Year of publication: |
2012
|
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Authors: | Dumitrescu, Ioana |
Other Persons: | Ivanova, Vesela (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Katastrophe | Disaster | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Schätzung | Estimation |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 17, 2011 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1986878 [DOI] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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