A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
| Year of publication: |
2004
|
|---|---|
| Authors: | Panigirtzoglou, Nikolaos ; Skiadopoulos, George |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 7, p. 1499-1520
|
| Publisher: |
Elsevier |