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Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons
Author(s) -
Gemmill Gordon
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199612)16:8<881::aid-fut3>3.0.co;2-i
Subject(s) - futures contract , crash , economics , sociology , financial economics , computer science , programming language