Does the World Smile Together? A Network Analysis of Global Index Option Implied Volatilities
Year of publication: |
[2021]
|
---|---|
Authors: | Han, Qian ; Ryu, DooJin ; Chen, Maggie ; Tang, Jing |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Index-Futures | Index futures | Welt | World | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 29, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3814852 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Implied Volatility Term Structure of Stock Index Options
Mixon, Scott, (2011)
-
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël, (2015)
-
Leippold, Markus, (2011)
- More ...
-
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing, (2022)
-
Guo, Biao, (2013)
-
The Number of State Variables for CDS Pricing
Guo, Biao, (2013)
- More ...