Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

Journal article

Peer reviewed

Charles J Corrado and Tie Su

The Journal of derivatives, Vol.4(4), pp.8-19

1997-05-31

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Title: Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices
Creators: Charles J Corrado
Tie Su
Publication Details: The Journal of derivatives, Vol.4(4), pp.8-19
Academic Unit: Miami Herbert Business School; A&S - Finance; MHBS - Finance
Language: English
Resource Type: Journal article
Record Identifier: 991031575659102976