S&P 100 Index Option Volatility
- 1 September 1991
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 46 (4) , 1551
- https://doi.org/10.2307/2328872
Abstract
Using transaction data on the S&P 100 index options, we study the effect of valuation simplifications that are commonplace in previous research on the time-...Keywords
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