The Model-Free Implied Volatility and Its Information Content
Year of publication: |
2013
|
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Authors: | Jiang, George J. |
Other Persons: | Tian, Yisong S. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Index-Futures | Index futures |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Financial Studies 18(4), 1305-1342, 2005 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 17, 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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