Predictable dynamics in the S&P 500 index options implied volatility surface

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Bibliographische Detailangaben
Veröffentlicht in:The journal of business
1. Verfasser: Gonçalves, Sílvia (VerfasserIn)
Weitere Verfasser: Guidolin, Massimo (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2006
Schlagworte:
Index-Futures > Optionspreistheorie > Prognoseverfahren > USA > Aufsatz in Zeitschrift
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