The Information Content of Option Prices: Evidence from S&P 500 Index Options
نویسندگان
چکیده
منابع مشابه
Fitting S&P 500 Stock Index Option Prices Using High-dimensional AJD Models (The First Draft)
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ژورنال
عنوان ژورنال: Management Science and Financial Engineering
سال: 2015
ISSN: 2287-2043
DOI: 10.7737/msfe.2015.21.2.013