Showing 21 - 30 of 309
Persistent link: https://www.econbiz.de/10015071119
Persistent link: https://www.econbiz.de/10009419164
Persistent link: https://www.econbiz.de/10008840311
Persistent link: https://www.econbiz.de/10009267678
Persistent link: https://www.econbiz.de/10009492098
Recently, a large number of empirical studies indicated that individual equity options exhibit a strong factor structure. In this paper, the importance of systematic and idiosyncratic volatility and jump risks on individual equity option pricing is analyzed. First, we propose a new factor...
Persistent link: https://www.econbiz.de/10012173091
Persistent link: https://www.econbiz.de/10009686158
Persistent link: https://www.econbiz.de/10011750369
Persistent link: https://www.econbiz.de/10014231345
Persistent link: https://www.econbiz.de/10013348794