The stochastic behaviour of market variance implied in the price of index options
Year of publication: |
1991
|
---|---|
Authors: | Franks, Julian R. |
Other Persons: | Schwartz, Eduardo S. (contributor) |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 101.1991, 409, p. 1460-1475
|
Subject: | Index-Futures | Index futures | Warenbörse | Commodity exchange | Theorie | Theory |
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