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Post-'87 crash fears in the S&P 500 futures option market

David S. Bates
Year of publication:
2000
Authors: Bates, David S.
Published in:
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 94.2000, 1/2, p. 181-238
Subject: Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Index-Futures | Index futures | Finanzkrise | Financial crisis | Schätzung | Estimation | USA | United States | 1988-1993
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