Work

Futures Options and the Volatility of Futures Prices

Year: 1986

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1986.tb04553.x

Authors: CLIFFORD A. BALL, WALTER N. TOROUS

Institutions: University of California, Los Angeles, University of Michigan, Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2080160229

FWCI: 8.116

Cites: 15

Cited by: 37

Related to: 10