ITMs versus OTMs
Year of publication: |
2012
|
---|---|
Authors: | Yoon, Sun-joong ; Kang, So Hyun |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 41.2012, 4, p. 517-539
|
Subject: | Volatility spreads | In-the-money options | Out-of-the-money options | Adjusted implied volatility | S&P 500 index options | Risk-neutral skewness | Risk-neutral kurtosis | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Index-Futures | Index futures |
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