The smirk in the S&P500 futures options prices : a linearized factor analysis
Year of publication: |
2009
|
---|---|
Authors: | Carverhill, Andrew ; Cheuk, Terry Hon Fu ; Dyrting, Sigurd |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 12.2009, 2, p. 109-139
|
Subject: | Futures | Optionsgeschäft | Option trading | USA | United States |
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Merrifield, Lewis B., (1974)
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