What is Risk Neutral Volatility?
Year of publication: |
2016
|
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Authors: | Figlewski, Stephen |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Risiko | Risk |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2183969 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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