Optimal No-Arbitrage Bounds on S&P 500 Index Options and the Volatility Smile
Article first published online: 5 OCT 2001
Copyright © 2001 John Wiley & Sons, Inc.
Journal of Futures Markets
Volume 21, Issue 12, pages 1151–1179, December 2001
How to Cite
Dennis, P. J. (2001), Optimal No-Arbitrage Bounds on S&P 500 Index Options and the Volatility Smile. J. Fut. Mark., 21: 1151–1179. doi: 10.1002/fut.2203
- Issue published online: 5 OCT 2001
- Article first published online: 5 OCT 2001
- Manuscript Accepted: MAY 2001
- Manuscript Received: APR 2000
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!