Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo, MacLachlan, Scott, Sammon, MarcoVolume:
31
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2014.10.003
Date:
January, 2015
File:
PDF, 4.29 MB
english, 2015