Noise Trading and the cross-section of index option prices

Reference : Noise Trading and the cross-section of index option prices


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/14481

Title :	Noise Trading and the cross-section of index option prices
Language :	English
Author, co-author :	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2012
Peer reviewed :	Yes
Event name :	Portuguese Finance Network
Event date :	2012
Event country :	Aveiro, Portugal
Permalink :	http://hdl.handle.net/10993/14481

There is no file associated with this reference.

All documents in ORBi^lu are protected by a user license.