"The term structure of S&P 100 model-free volatilities" by Kian Guan LIM

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The term structure of S&P 100 model-free volatilities

Quantitative Finance

Kian Guan LIM, Singapore Management University
Hian Ann, Christopher TING, Singapore Management University

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Publication Type

Journal Article

Publication Date

1-2013

Discipline

Finance and Financial Management

Identifier

10.1080/14697688.2012.751493

Citation Information

Kian Guan LIM and Hian Ann, Christopher TING. "The term structure of S&P 100 model-free volatilities" Quantitative Finance Vol. 13 Iss. 7 (2013) p. 1041 - 1058 ISSN: 1469-7688
Available at: http://works.bepress.com/kianguan-lim/2/