000 | 00630nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aAlmeida, Caio Ibsen Rodrigues De and Dana, Samy | ||
240 | _aJournal of Emerging Market Finance(Q) | ||
245 | _aStochastic volatility and option pricing in the brazillian stock market: an empirical investigation | ||
246 |
_aJ5658 _f2005 |
||
260 | _c2005 | ||
300 |
_bV. 4 _cIssue. 2 _a169-206 |
||
366 | _b2005 | ||
366 | _bMay - Aug | ||
650 | _aFinance | ||
653 | _aOption prices;Stochastic volatility;Mean reversion;Mean reversion speed;Volatility smile; | ||
942 | _cJA | ||
999 |
_c43717 _d43717 |