OPTION PRICING AND IMPLICIT VOLATILITIES1
- 1 March 1989
- journal article
- Published by Wiley in Journal of Economic Surveys
- Vol. 3 (1) , 59-81
- https://doi.org/10.1111/j.1467-6419.1989.tb00058.x
Abstract
No abstract availableKeywords
This publication has 60 references indexed in Scilit:
- Option values under stochastic volatility: Theory and empirical estimatesJournal of Financial Economics, 1987
- Option arbitrage and strategy with large price changesJournal of Financial Economics, 1984
- The Calculation of Implied Variances from the Black-Scholes Model: A NoteThe Journal of Finance, 1982
- Trading costs for listed optionsJournal of Financial Economics, 1980
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- An analytic valuation formula for unprotected American call options on stocks with known dividendsJournal of Financial Economics, 1977
- Tests of Market Efficiency of the Chicago Board Options ExchangeThe Journal of Business, 1977
- STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICESThe Journal of Finance, 1976
- Standard Deviations of Stock Price Ratios Implied in Option PricesThe Journal of Finance, 1976
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972