Volatility and expected option returns
Year of publication: |
2020
|
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Authors: | Hu, Guanglian ; Jacobs, Kris |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 3, p. 1025-1060
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
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