Extracting model-free volatility from option prices : an examination of the VIX index
Year of publication: |
2007
|
---|---|
Authors: | Jiang, George J. ; Tian, Yisong Sam |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2007, 3, p. 35-60
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Index | Index number | USA | United States | 1996-2004 |
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