Implied volatility smiles in the Nikkei 225 options
Year of publication: |
2013
|
---|---|
Authors: | Fukuta, Yuichi ; Wenjie Ma |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 7/9, p. 789-804
|
Subject: | Volatilität | Volatility | Japan | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Index-Futures | Index futures |
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