Implied volatility asymmetries in treasury bond futures options
David P. Simon
| Year of publication: |
1997
|
|---|---|
| Authors: | Simon, David P. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 8, p. 873-885
|
| Subject: | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Staatspapier | Government securities | USA | United States | 1982-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001232840