Volatility cones and their sampling properties
Year of publication: |
2002
|
---|---|
Authors: | Hodges, Stewart D. ; Tompkins, Robert G. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2002, 1, p. 27-42
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Statistischer Fehler | Statistical error | Index-Futures | Index futures | USA | United States | 1985-2000 |
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