Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Year of publication: |
2010
|
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Authors: | Shiu, Yung-ming ; Pan, Ging-ginq ; Lin, Shu-hui ; Wu, Tu-cheng |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 4, p. 54-66
|
Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index | Taiwan |
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