Post-'87 Crash Fears in the S&P 500 Futures Option Market

Post-'87 Crash Fears in the S&P 500 Futures Option Market (1998)

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by David S. Bates , David S. Bates

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@MISC{Bates98post-'87crash,
    author = {David S. Bates and David S. Bates},
    title = {Post-'87 Crash Fears in the S&P 500 Futures Option Market},
    year = {1998}
}

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Abstract

Post-crash distributions inferred from S

Citations

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