Post-'87 crash fears in the S\&P 500 futures option market (Q1969818)
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scientific article; zbMATH DE number 1417431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Post-'87 crash fears in the S\&P 500 futures option market |
scientific article; zbMATH DE number 1417431 |
Statements
Post-'87 crash fears in the S\&P 500 futures option market (English)
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24 August 2000
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jump-diffusion model
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stock index options
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stock market crash
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specification error
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stochastic volatility
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0.79965943
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0.76025295
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0.75653136
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0.7546471
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0.75167906
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