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Conference Paper: The Smirk in the S&P500 Futures Options Prices: a Linearized Factor Analysis

TitleThe Smirk in the S&P500 Futures Options Prices: a Linearized Factor Analysis
Authors
Issue Date2007
Persistent Identifierhttp://hdl.handle.net/10722/114972

 

DC FieldValueLanguage
dc.contributor.authorCarverhill, APen_HK
dc.date.accessioned2010-09-26T05:24:19Z-
dc.date.available2010-09-26T05:24:19Z-
dc.date.issued2007en_HK
dc.identifier.urihttp://hdl.handle.net/10722/114972-
dc.languageengen_HK
dc.relation.ispartofChina International Conference in Finance, Chengdu, 2007en_HK
dc.titleThe Smirk in the S&P500 Futures Options Prices: a Linearized Factor Analysisen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailCarverhill, AP: carverhill@business.hku.hken_HK
dc.identifier.authorityCarverhill, AP=rp01042en_HK
dc.identifier.hkuros131321en_HK

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