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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Extracting model-free volatility from option prices : an examination of the VIX index
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10003447127
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Jiang, George J.
;
Tian, Yisong S.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10007723407
Saved in:
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