Volatility in stock index futures and the informational content of option prices
Park, Hun Y.; Sears, R. Stephen
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https://hdl.handle.net/2142/28858
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Title Volatility in stock index futures and the informational content of option prices Author(s) Park, Hun Y. Sears, R. Stephen Issue Date 1984-06 Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1046 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/28858 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:volatilityinstoc1046park http://www.archive.org/details/volatilityinstoc1046park Copyright and License Information Copyright June 1984 Board of Trustees University of Illinois.
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