scientific article; zbMATH DE number 6531862

zbMATH Open1340.91128MaRDI QIDQ3461250FDOQ3461250

Authors: Yintian Wang, Shuosong Chen 

Publication date: 15 January 2016

Title of this publication is not available (Why is that?)

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zbMATH Keywords

volatilitywarrantsecurity marketpricing errorNGARCH model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• Theoretical models of option pricing and empirical analysis
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• Testing of Warrants Market Efficiency on the Warsaw Stock Exchange — Classical Approach
• Option prices and stock market momentum: evidence from China
• Option price and stock market momentum in China

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