The term structure of equity risk : an empirical analysis
Ajay Dravid ; Oded Sarig
| Year of publication: |
1996
|
|---|---|
| Authors: | Dravid, Ajay R. |
| Other Persons: | Sarig, Oded H. (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 3.1996, 4, p. 48-63
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
| 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/10001202804