Understanding Index Option Returns
Year of publication: |
2011
|
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Authors: | Broadie, Mark |
Other Persons: | Chernov, Mikhail (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium |
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: The Review of Financial Studies, Vol. 22, Issue 11, pp. 4493-4529, 2009 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2009 erstellt Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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