Premium
On Some Properties of Futures Volatilities Implied in Option Prices
Author(s) -
Shastri Kuldeep,
Tandon Kishore
Publication year - 1987
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1987.tb01245.x
Subject(s) - futures contract , citation , economics , computer science , library science , financial economics