Volatility Risk Premiums Embedded in Individual Equity Options : Some New Insights
Year of publication: |
[2003]
|
---|---|
Authors: | Kapadia, Nikunj |
Other Persons: | Bakshi, Gurdip (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Derivatives, Fall 2003, pp. 45-54 Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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