Estimating stock index futures volatility through the prices of their options
| Year of publication: |
1985
|
|---|---|
| Authors: | Park, Hun Y. ; Sears, R. Stephen |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 5.1985, 2, p. 223-237
|
| Publisher: |
John Wiley & Sons, Ltd. |