Which implied volatility provides the best measure of future volatility?

✍ Scribed by Guan Jun Wang; Pierre Yourougou; Yue Dong Wang

• Book ID: 113099464
• Publisher: Springer US
• Year: 2009
• Tongue: English
• Weight: 167 KB
• Volume: 36
• Category: Article
• ISSN: 1055-0925
• DOI: 10.1007/s12197-009-9114-2