The impact of firm specific news on implied volatilities

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Volatility; New estimation techniques for pricing derivatives
Editors	R. Jarrow
Place of Publication	London
Pages	147-154
Number of pages	8
Publication status	Published - 1998

Research programs

@inbook{1c69f5a3e3a94b9a9bd9807e512aed36,

title = "The impact of firm specific news on implied volatilities",

author = "Vorst, \{ACF (Ton)\} and Donders, \{MWM (Monique)\}",

year = "1998",

language = "Undefined/Unknown",

isbn = "1899332413",

pages = "147--154",

editor = "R. Jarrow",

booktitle = "Volatility; New estimation techniques for pricing derivatives",

}