Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options
Year of publication: |
2003
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Authors: | Chan, Kam C. ; Cheng, Louis T.W. ; Lung, Peter P. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 11.2003, 4, p. 527
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