IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS
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Publication:5493852
DOI10.1142/S0219024905003359zbMath1115.91334MaRDI QIDQ5493852
George Skiadopoulos, Charilaos E. Linaras
Publication date: 16 October 2006
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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