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On Extracting Information Implied in Options

Matthias Fengler, M. Benko, Wolfgang K. Härdle & M. Kopa

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 28-6-2007
journal Computational Statistics
publisher Springer-Verlag
ISSN 0943-4062
volume of journal 22
number of issue 4
page(s) 543-553
review double-blind review
   
citation Fengler, M., Benko, M., Härdle, W. K., & Kopa, M. (2007). On Extracting Information Implied in Options. Computational Statistics, 22(4), 543-553.