Related Books
Language: en
Pages: 360
Pages: 360
Type: BOOK - Published: 1996 - Publisher:
Language: en
Pages: 146
Pages: 146
Language: en
Pages: 48
Pages: 48
Type: BOOK - Published: 1993 - Publisher:
To forecast future option prices, autoregressive models of implied volatility derived from observed option prices are commonly employed [see Day and Lewis (1990
Language: en
Pages: 336
Pages: 336
Type: BOOK - Published: 1995 - Publisher:
Language: en
Pages: 250
Pages: 250
Type: BOOK - Published: 1999 - Publisher: