The stochastic behaviour of market variance implied in the price of index options
Julian R. Franks and Eduardo S. Schwartz
| Year of publication: |
1991
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|---|---|
| Authors: | Franks, Julian R. |
| Other Persons: | Schwartz, Eduardo S. (contributor) |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 101.1991, 409, p. 1460-1475
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| Subject: | Index-Futures | Index futures | Warenbörse | Commodity exchange | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001130690