Inferring future volatility from the information in implied volatility in Eurodollar options: A new approach

Review of Financial Studies

Volumn 10, Issue 2, 1997, Pages 333-367

  Amin, Kaushik I ^b   Ng, Victor K ^a  

^a Goldman Sachs Group   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031517831     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.2.333     Document Type: Article

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