Are structured products 'fairly' priced? An analysis of the German market for equity-linked instruments

Journal of Banking and Finance

Volumn 29, Issue 12, 2005, Pages 2971-2993

  Stoimenov, Pavel A ^a   Wilkens, Sascha ^a  

^a UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

German market; Implied volatility; Options; Pricing; Structured products

Indexed keywords

EID: 28044452835     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.11.001     Document Type: Article

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