Reference : Noise Trading and the Cross-Section of Index Option Prices
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Finance
http://hdl.handle.net/10993/9346
Noise Trading and the Cross-Section of Index Option Prices
English
IREK, Fabian mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Frijns, Bart []
Lehnert, Thorsten mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Martelin, Nicolas mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
2012
Yes
http://hdl.handle.net/10993/9346

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