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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
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pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Empirical option pricing : a retrospection
Bates, David S.
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 387-404
Persistent link: https://www.econbiz.de/10001772156
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