Work

Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

Year: 1997

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1997.407978

Authors: Charles J. Corrado, Tie Su

Institutions: University of Missouri, University of Miami

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2141695136

FWCI: 10.54

Cites: 9

Cited by: 118

Related to: 10