The behavior of the volatility implicit in the prices of stock index options
- 1 October 1988
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 22 (1) , 103-122
- https://doi.org/10.1016/0304-405x(88)90024-4
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
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- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
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