Biased implied volatilities and dividend-paying stocks
Year of publication: |
2023
|
---|---|
Authors: | Neururer, Thaddeus |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 30.2023, 4, p. 91-103
|
Subject: | Volatilität | Volatility | Systematischer Fehler | Bias | Aktienmarkt | Stock market | Aktienoption | Stock option | Kapitaleinkommen | Capital income |
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