Stochastic volatility and option pricing in the Brazilian stock market an empirical investigation

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Bibliographische Detailangaben
Veröffentlicht in:Journal of emerging market finance
1. Verfasser: Almeida, Caio (VerfasserIn)
Weitere Verfasser: Dana, Samy (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2005
Schlagworte:
Optionspreistheorie > Volatilität > Aktienmarkt > Brasilien > Mean Reversion > Aufsatz in Zeitschrift
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