Cash settlement and futures price volatility : evidence from options data
Leo Chan; Donald Lien
| Year of publication: |
2004
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|---|---|
| Authors: | Chan, Leo ; Lien, Donald |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 1.2004, p. 29-44
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Advances in quantitative analysis of finance and accounting |
| Source: |
Persistent link: https://www.econbiz.de/10009924715