Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets
Biktimirov, Ernest N, Wang, ChunrongVolume:
24
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2017.24.3.042
Date:
February, 2017
File:
PDF, 6.06 MB
english, 2017