

Publisher: John Wiley & Sons Inc
E-ISSN: 1540-6261|59|1|407-446
ISSN: 0022-1082
Source: THE JOURNAL OF FINANCE, Vol.59, Iss.1, 2004-02, pp. : 407-446
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


Option‐Implied Risk Aversion Estimates
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 1, 2004-02 ,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. :