Heterogeneous trading of option implied volatility
Xiaoping Li, Chunyang Zhou and Wei Huang
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Xiaoping ; Zhou, Chunyang ; Huang, Wei |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 9, p. 990-998
|
| Subject: | fundamentalist and chartist | heterogeneous agent model | Implied volatility | VIX | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Finanzanalyse | Financial analysis | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2095343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013498968