Index-option pricing with stochastic volatility and the value of accurate variance forecasts:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, MA
1993
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4519 |
| Schlagworte: | |
| Beschreibung: | 29 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Index-option pricing with stochastic volatility and the value of accurate variance forecasts |c Robert F. Engle ; Alex Kane ; Jaesun Noh |
| 264 | 1 | |a Cambridge, MA |c 1993 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4519 | |
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| 700 | 1 | |a Noh, Jaesun |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:26:57Z |
| institution | BVB |
| language | English |
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| physical | 29 S. graph. Darst. |
| publishDate | 1993 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Index-option pricing with stochastic volatility and the value of accurate variance forecasts Robert F. Engle ; Alex Kane ; Jaesun Noh Cambridge, MA 1993 29 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4519 Stock options Prices Forecasting Kane, Alex 1942- Verfasser (DE-588)130111341 aut Noh, Jaesun Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4519 (DE-604)BV002801238 4519 |
| spellingShingle | Engle, Robert F. 1942- Kane, Alex 1942- Noh, Jaesun Index-option pricing with stochastic volatility and the value of accurate variance forecasts National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Stock options Prices Forecasting |
| title | Index-option pricing with stochastic volatility and the value of accurate variance forecasts |
| title_auth | Index-option pricing with stochastic volatility and the value of accurate variance forecasts |
| title_exact_search | Index-option pricing with stochastic volatility and the value of accurate variance forecasts |
| title_full | Index-option pricing with stochastic volatility and the value of accurate variance forecasts Robert F. Engle ; Alex Kane ; Jaesun Noh |
| title_fullStr | Index-option pricing with stochastic volatility and the value of accurate variance forecasts Robert F. Engle ; Alex Kane ; Jaesun Noh |
| title_full_unstemmed | Index-option pricing with stochastic volatility and the value of accurate variance forecasts Robert F. Engle ; Alex Kane ; Jaesun Noh |
| title_short | Index-option pricing with stochastic volatility and the value of accurate variance forecasts |
| title_sort | index option pricing with stochastic volatility and the value of accurate variance forecasts |
| topic | Stock options Prices Forecasting |
| topic_facet | Stock options Prices Forecasting |
| volume_link | (DE-604)BV002801238 |
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