Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options
Year of publication: |
2003
|
---|---|
Authors: | Chan, Kam C. ; Cheng, Louis T. W. ; Lung, Peter P. |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 11.2003, 4, p. 527-553
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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