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Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 28 / Issue 3 / September 1993
- Published online by Cambridge University Press:
- 06 April 2009, pp. 417-430
- Print publication:
- September 1993
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Transaction Data Tests of S&P 100 Call Option Pricing
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 4 / December 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 459-475
- Print publication:
- December 1991
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