The lead-lag relation between spot and option markets and implied volatility in option prices
Phelim P. Boyle; Soku Byoun and Hun Y. Park
| Year of publication: |
2002
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|---|---|
| Authors: | Boyle, Phelim P. ; Byoun, Soku ; Park, Hun Y. |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 19.2002, p. 269-284
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| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Index-Futures | Index futures | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Research in finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001717576