Implied volatility in option prices and the lead-lag relation between stock and option prices
Phelim P. Boyle and Hun Y. Park
| Year of publication: |
1994
|
|---|---|
| Authors: | Boyle, Phelim P. ; Park, Hun Y. |
| Publisher: |
Urbana, IL |
| Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | Volatilität | Volatility | Theorie | Theory | USA | United States |
| Extent: | 12, [2] S. : graph. Darst |
|---|---|
| Series: | OFOR paper. - Urbana, IL : Office for Futures and Options Research, University of Illinois at Urbana-Champaign, ZDB-ID 2960965-3. - Vol. 94,01 OFOR paper ; 94,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000952926