Modeling and estimating volatility of options on Standard & Poor's 500 Index

by Boleslaw Borkowski, Monika Krawiec and Yochanan Shachmurove

Year of publication:	2013
Authors:	Borkowski, Boleslaw ; Krawiec, Monika ; Shachmurove, Yochanan
Publisher:	Philadelphia, Pa. : Penn Inst. for Economic Research
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Schätzung \| Estimation

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