The behavior of the volatility implicit in the prices of stock index options
| Year of publication: |
1988
|
|---|---|
| Authors: | Day, Theodore E. ; Lewis, Craig M. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 22.1988, 1, p. 103-122
|
| Publisher: |
Elsevier |