The Dynamics of the S&P 500 Implied Volatility Surface
| Year of publication: |
1999
|
|---|---|
| Authors: | Skiadopoulos, George ; Hodges, Stewart ; Clewlow, Les |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 3.1999, 3, p. 263-282
|