Disasters implied by equity index options /
Backus, David.
Centre for Economic Policy Research (Great Britain)
Chernov, Mikhail.
Martin, Ian.
London : Centre for Economic Policy Research,
2009.
Title from caption.
"August 2009"
"Financial economics"--Cover.
Includes bibliographical references (p. 28-30).
Options (Finance)
Also available from the CEPR World Wide Web site (www.cepr.org).