Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 1994 - Publisher:
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher:
We show that if a particular lead-lag relation exists between the option and stock markets, the implied volatility in option prices can be biased depending on t
Language: en
Pages: 25
Pages: 25
Type: BOOK - Published: 2000 - Publisher:
We show that if a particular temporal relation exists between the option and spot markets, the implied volatility in option prices can be biased depending on th
Language: en
Pages: 294
Pages: 294
Type: BOOK - Published: 1987 - Publisher:
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher:
This paper presents and tests a model of the volatility of individual company stocks derived from option prices. The data comes from 63 traded options quoted on