The Fear and Exuberance from Implied Volatility of S&P 100 Index Options
Year of publication: |
[2000]
|
---|---|
Authors: | Low, Cheekiat |
Publisher: |
[2000]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 4, 2000 erstellt |
Other identifiers: | 10.2139/ssrn.194288 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can standard preferences explain the prices of out-of-the-money S&P 500 put options?
Benzoni, Luca, (2011)
-
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca, (2010)
-
Hedging barrier options: Current methods and alternatives
Dupont, Dominique Y., (2001)
- More ...
-
Low, Cheekiat, (2009)
-
Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Low, Cheekiat, (2012)
-
The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat, (2004)
- More ...