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~person:"Fengler, Matthias"
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Elektronisches Handelssystem
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Option pricing theory
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Fengler, Matthias
Theissen, Erik
27
Cartea, Álvaro
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Foucault, Thierry
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Riordan, Ryan
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Brogaard, Jonathan
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Gomber, Peter
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Hendershott, Terrence
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Jaimungal, Sebastian
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Menkveld, Albert J.
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Ibikunle, Gbenga
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Schrimpf, Andreas
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Bellia, Mario
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Rime, Dagfinn
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Zhan, Feng
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Chaboud, Alain
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Degryse, Hans
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Journal of banking & finance
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ECONIS (ZBW)
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Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
-
2013
Persistent link: https://www.econbiz.de/10009719695
Saved in:
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