Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Kaushik I. Amin ; Victor K. Ng
| Year of publication: |
1997
|
|---|---|
| Authors: | Amin, Kaushik I. |
| Other Persons: | Ng, Victor K. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 2, p. 333-367
|
| Subject: | Heath Jarrow Morton | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Theorie | Theory | USA | United States | 1988-1992 |
| 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/10001220589