IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852): Difference between revisions
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Revision as of 21:39, 5 March 2024
scientific article; zbMATH DE number 5064494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS |
scientific article; zbMATH DE number 5064494 |
Statements
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (English)
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16 October 2006
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implied volatility
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implied volatility trees
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option pricing
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