The Relationship between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs
Year of publication: |
2018
|
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Authors: | Feng, Shu |
Other Persons: | Zhang, Yi (contributor) ; Friesen, Geoffrey C. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Review of Financial Analysis, Vol. 41, No. 62, October 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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