Using implied volatility on options to measure the relation between asset returns and variability
Wallace N. Davidson ...
| Year of publication: |
2001
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|---|---|
| Other Persons: | Davidson, Wallace Norman (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 7, p. 1245-1269
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| Subject: | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Volatilität | Volatility | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001586887