The relationship between the volatilities of the S&P 500 index and futures contracts implicit in their call option prices
| Year of publication: |
1990
|
|---|---|
| Authors: | Li‐Ming Han ; Misra, Lalatendu |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 10.1990, 3, p. 273-285
|
| Publisher: |
John Wiley & Sons, Ltd. |