Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Year of publication: |
1999
|
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Authors: | Nandi, Saikat |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 3.1999, 3, p. 215-236
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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