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Aktienoption
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Option pricing theory
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Risikoprämie
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1996-2006
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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Meddelanden från Svenska Handelshögskolan
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
-
2013
Persistent link: https://www.econbiz.de/10010226833
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2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
3
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
-
2011
Persistent link: https://www.econbiz.de/10009785803
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4
Illiquidity premia in the equity options market
Christoffersen, Peter F.
(
contributor
)
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2011
Persistent link: https://www.econbiz.de/10009385121
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