Information content of volatility spreads
Year of publication: |
2010
|
---|---|
Authors: | Kang, Byung Jin ; Kim, Tong Suk ; Yoon, Sun-joong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 6, p. 533-558
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Schätztheorie | Estimation theory |
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