Author: Ferris Stephen Kim Woojin Park Kwangwoo
Publisher: Routledge Ltd
ISSN: 1466-4291
Source: Applied Economics Letters, Vol.17, Iss.5, 2010-03, pp. : 445-450
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Volatility Risk Premium in Indian Options Prices
THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 9, 2015-09 ,pp. :
GARCH option pricing with implied volatility
By Fofana N'zue F. Brorsen B. Wade
Applied Economics Letters, Vol. 8, Iss. 5, 2001-05 ,pp. :
Calculating implied volatility using the bisection algorithm: a note
Applied Economics Letters, Vol. 16, Iss. 14, 2009-09 ,pp. :
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 6, 2013-12 ,pp. :
The persistence in volatility of the US term premium 1970-1986
Economics Letters, Vol. 49, Iss. 4, 1995-10 ,pp. :