Option Implied Moments: An Application to Nikkei 225...

Review of Pacific Basin Financial Markets and Policies 2002 / 09 Vol. 5; Iss. 3

Option Implied Moments: An Application to Nikkei 225 Futures Options

Ang, Kian-Ping, Rahman, Shafiqur, Tan, Kok-Hui
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Volume:
5
Language:
english
Journal:
Review of Pacific Basin Financial Markets and Policies
DOI:
10.1142/S0219091502000821
Date:
September, 2002
File:
PDF, 212 KB
english, 2002
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