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Estimating stock index futures volatility through the prices of their options
Author(s) -
Park Hun Y.,
Stephen Sears R.
Publication year - 1985
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/fut.3990050206
Subject(s) - futures contract , stock index futures , volatility (finance) , backslash , index (typography) , financial economics , economics , treasury , stock (firearms) , stock market index , stock market , law , mathematics , computer science , history , political science , context (archaeology) , archaeology , pure mathematics , world wide web
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