Implied volatility information of Chinese SSE 50 ETF options
Lingke Wu, Dehong Liu, Jianglei Yuan, Zhenhuan Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Wu, Lingke ; Liu, Dehong ; Yuan, Jianglei ; Huang, Zhenhuan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 82.2022, p. 609-624
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| Subject: | Chinese SSE 50 ETF options | Implied volatility information | Volatility risk premium | Volatilität | Volatility | Indexderivat | Index derivative | China | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013545670