The lead-lag relation between spot and option markets and implied volatility in option prices
Year of publication: |
2002
|
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Authors: | Boyle, Phelim P. ; Byoun, Soku ; Park, Hun Y. |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 19.2002, p. 269-284
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Index-Futures | Index futures | USA | United States |
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