The relation between implied and realized volatility
| Year of publication: |
1998
|
|---|---|
| Authors: | Christensen, B. J. ; Prabhala, N. R. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 50.1998, 2, p. 125-150
|
| Publisher: |
Elsevier |