Title:

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface

Authors:

Silvia Goncalves (U Montreal)
Massimo Guidolin (Fed Res Bk of St Louis)

Journal:

Journal of Business

Year:

2006

Volume:

79

Pages:

1591-1635

JEL code:

G13 - Contingent Pricing; Futures Pricing