Trading Volatility Spreads: A Test of Index Option Market Efficiency
| Year of publication: |
2000
|
|---|---|
| Authors: | Poon, Ser-Huang ; Pope, Peter F. |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 6.2000, 2, p. 235-260
|