‚Halbstrenge‘ Effizienz des Terminkontraktmarktes für Währungen, Ein an Mustervorhersagen orientierter Test
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‚Halbstrenge‘ Effizienz des Terminkontraktmarktes für Währungen, Ein an Mustervorhersagen orientierter Test
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 106 (1986), Iss. 1 : pp. 25–40
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Streit, M. E.
Graw, E.
References
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Abstract
It is shown that the relationship between the prices of options out of the money and the difference between stock and exercise prices, the former being fixed, is approximately loglinear. This finding can be applied in various ways