David S. Bates
- The Crash of ʼ87: Was It Expected? The Evidence from Options Markets
1991/07/01 by David S. Bates · 2 citations
Economics, Econometrics and Finance · Engineering · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Crash #Futures contract #Jump diffusion #Jump #Stock market crash #Economics #Financial economics #Actuarial science #Stock (firearms) #Futures market #Econometrics #Stock market #Computer science #Engineering #Geography #Physics