مرکز منطقه ای اطلاع رساني علوم و فناوري - The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates

Title of article :

The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates

Author/Authors :

Sascha Wilkens، نويسنده , , Pavel A. Stoimenov، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

735

To page :

750

Keywords :

Structured products , Certificates , pricing , Hedging , Options , German market , Implied volatility

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194007

Link To Document :