TY - JOUR T1 - Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices JF - The Journal of Derivatives SP - 8 LP - 19 DO - 10.3905/jod.1997.407978 VL - 4 IS - 4 AU - Charles J. Corrado AU - Tie Su Y1 - 1997/05/31 UR - https://pm-research.com/content/4/4/8.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -