DERIVATIVE INSTRUMENTS - Relative Implied-Volatility Arbitrage with Index Options - Options on U.S. indexes provide a venue for investigating how efficient the market is in the relative pricing of similar risk.
| Year of publication: |
2002
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|---|---|
| Authors: | Ammann, Manuel ; Herriger, Silvan |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 6, p. 42-55
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