Extracting market views from the price of options on futures
Gregory M. Martinez
| Year of publication: |
1998
|
|---|---|
| Authors: | Martinez, Gregory M. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 1, p. 1-34
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Index-Futures | Index futures | USA | United States | 1995-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001234362