The behavior of the volatility implicit in the prices of stock index options
Theodore E. Day ; Craig M. Lewis
| Year of publication: |
1988
|
|---|---|
| Authors: | Day, Theodore E. |
| Other Persons: | Lewis, Craig M. (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 1.1988, p. 103-122
|
| Subject: | Derivat | Derivative | USA | United States |
| 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/10001054654