On extracting information implied in options

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Publication:964639

DOI10.1007/s00180-007-0061-0zbMath1199.62030OpenAlexW2071058234MaRDI QIDQ964639

Matthias R. Fengler, Wolfgang Karl Härdle, Miloš Kopa, Michal Benko

Publication date: 22 April 2010

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0061-0




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