The fear and exuberance from implied volatility of S&P 100 index options

Journal of Business

Volumn 77, Issue 3, 2004, Pages 527-546

  Low, Cheekiat ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 6344256821     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/386529     Document Type: Article

References (24)

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