Implied Volatilities and Transaction Costs

Authors
Steve Swidler J. David Diltz
Citation
Steve Swidler et J. David Diltz, Implied Volatilities and Transaction Costs, Journal of financial and quantitative analysis, 27(03), 1992, pp. 437
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:03<437:IVATC>2.0.ZU;2-1