An Examination of Option-Implied S&P 500 Futures Price...

An Examination of Option-Implied S&P 500 Futures Price Distributions

Bruce J. Sherrick, Scott H. Irwin, D. Lynn Forster
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Volume:
31
Year:
1996
Language:
english
Pages:
28
DOI:
10.1111/j.1540-6288.1996.tb00892.x
File:
PDF, 1.27 MB
english, 1996
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