Volatility in stock index futures and the informational content of option prices
By: Hun Y. Park, R. Stephen Sears
Contributors: Sears, R. Stephen; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1046; BEBR faculty working paper -- no. 1046.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1984
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 14
Notes: Includes bibliographical references (p. 12-14).