Accounting Transparency and the Implied Volatility Skew
Year of publication: |
2022
|
---|---|
Authors: | Doshi, Hitesh ; Ericsson, Jan ; Szaura, Stephen ; Yu, Fan |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4225996 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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