The Term Structure of S&P100 Model-Free Volatilities

Saved in:
Bibliographic Details
Main Authors: LIM, Kian Guan, TING, Hian Ann, Christopher
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3422
https://doi.org/10.1080/14697688.2012.751493
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English