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 4476621. - Vol. 19.2002, p. 269-284
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| Type of publication: | Article |
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| Language: | English |
| Notes: | In: Research in finance |
| Source: |
Persistent link: https://www.econbiz.de/10009943480