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The Smirk in the S&P500 Futures Options Prices: A Linearized Factor Analysis
Authors
A Buraschi
Andrew P. Carverhill
+21Â more
B Eraker
B Eraker
C S Jones
D B Nelson
D Bates
D Bates
D Duffie
D Duffie
G Bakshi
G Bakshi
G Skiadopoulos
J D Coval
J Liu
J Pan
K Amin
N P B Bollen
O Bondarenko
P Jorion
S Heston
Sigurd Dyrting
Terry H. F. Cheuk
Publication date
1 January 2004
Publisher
'Elsevier BV'
Doi
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info:doi/10.2139%2Fssrn.569627
Last time updated on 27/11/2020