Implied volatility asymmetries in treasury bond futures options

被引：0
|
作者：
Simon, DP
机构：
[1] Department of Finance, Bentley College
来源：
JOURNAL OF FUTURES MARKETS | 1997年 / 17卷 / 08期
关键词：
D O I：
10.1002/(SICI)1096-9934(199712)17:8<873::AID-FUT2>3.0.CO;2-I
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：873 / 885
页数：13
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