Jiang, J. George and Tian,S. Yisong <br/><br/>
Extracting model free volatility from option prices: an examination of the VIX index 
 2007 

 -  2007 
 - 35 - 60  V.  14  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivatives
<br/><br/><label>Subjects--Index Terms: </label>Chicago Board options exchange;CBOE;VIX Index;Stock market;Trading;