Volatility of volatility of financial markets

Mathematical and Computer Modelling

Volumn 29, Issue 5, 1999, Pages 39-57

  Ingber, L ^a,b   Wilson, J K ^a  

^a Chicago Mercantile Exchange   (United States)

^b Wacker Dr PO Sears Tower   (United States)

Author keywords

Eurodollar; Options; Statistical mechanics; Volatility

Indexed keywords

EID: 0033103506     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00048-5     Document Type: Article

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