IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS
Year of publication: |
2005
|
---|---|
Authors: | LINARAS, CHARILAOS E. ; SKIADOPOULOS, GEORGE |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 08.2005, 08, p. 1085-1106
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Implied volatility | implied volatility trees | option pricing |
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