The fear and exuberance from implied volatility of S&P 100 index options

Journal of Business

Saved in:
Bibliographic Details
Main Author: Low, C.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/115321
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Be the first to leave a comment!
You must be logged in first