VOLATILITY PATTERNS: THEORY AND SOME EVIDENCE FROM THE DOLLAR- MARK OPTION MARKET
| Year of publication: |
1997
|
|---|---|
| Authors: | Gesser, Vincent ; Poncet, Patrice |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 5.1997, 2, p. 46-61
|