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N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
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N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
Autor
G. Barone-Adesi
,
C. Legnazzi and C. Sala
Datum
12. Nov. 2016
Kategorie
Working Papers
Link
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3162037
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