Stochastic behaviour of market variance implied in the prices of index options: leverage, volume and other effects
Subject
Finance
Publishing details
in Hodges S ed., Options 2: recent advances in theory and practice, Manchester University Press, 1991
Authors / Editors
Franks J R; Schwartz E S
Biographies
Publication Year
1991
Publication Notes
Conference proceedings
Publication Research Centre
Institute of Finance and Accounting