| Original language | English |
|---|---|
| Title of host publication | Volatility; New Estimation Techniques for Pricing Derivatives |
| Editors | R. Jarrow |
| Place of Publication | London |
| Publisher | RISK Books |
| Pages | 147-154 |
| Publication status | Published - 1998 |
The Impact of Firm Specific News on Implied Volatilities
M.W.M. Donders, A.C.F. Vorst
Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic