Research Discussion Paper – RDP 8902 Option Prices and Implied Volatilities: An Empirical Analysis
May 1989
- Abstract
- Download the Paper 537KB
Contents
- Introduction
- A Test of Forecast Efficiency
- Data Employed
- Results
- Further Results on Pricing Discrepancies
- Conclusions
- References
The views expressed herein are those of the authors and do not necessarily reflect those of the Reserve Bank of Australia.