Volatility patterns: Theory and some evidence from the dollar-mark option market

Journal of Derivatives

Volumn 5, Issue 2, 1997, Pages 46-61

  Gesser, Vincent ^a,b   Poncet, Patrice ^b  

^a HSBC   (United Kingdom)

^b UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002612611     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407993     Document Type: Article

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