The Stochastic behaviour of Market Variance Implied in the Prices of Index Options
Year: 1991
Type: article
Source: The Economic Journal
DOI: 10.2307/2234896
Authors: Julian R. Franks, Eduardo S. Schwartz
Institutions: London Business School, University of California, Los Angeles
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W1975018809