Financial market disruption and investor awareness : the case of implied volatility skew
Year of publication: |
2022
|
---|---|
Authors: | Siddiqi, Hammad |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 6.2022, 3, p. 505-517
|
Subject: | partial awareness | restricted awareness | black scholes model | analogy making | generalized principle of no-Arbitrage | implied volatility skew | implied volatility smile | portfolio insurance delta-hedge | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Experiment |
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