Asymmetric option price distribution and bid-ask quotes : consequences for implied volatility smiles
Year of publication: |
2003
|
---|---|
Authors: | Nordén, Lars |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 13.2003, 4/5, p. 423-441
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Optionsgeschäft | Option trading | Volatilität | Volatility | Schweden | Sweden |
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