The model-free implied volatility and its information content
Year of publication: |
2005
|
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Authors: | Jiang, George J. ; Tian, Yisong Sam |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 18.2005, 4, p. 1305-1342
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Effizienzmarkthypothese | Efficient market hypothesis | Index-Futures | Index futures | USA | United States | 1988-1994 |
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