Option happiness and liquidity : is the dynamics of the volatility smirk affected by relative option liquidity?
Year of publication: |
2012
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Authors: | Nordén, Lars ; Xu, Caihong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 1, p. 47-74
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Subject: | Volatilität | Volatility | Liquidität | Liquidity | Optionspreistheorie | Option pricing theory | Zufriedenheit | Satisfaction | Optionsgeschäft | Option trading | Marktliquidität | Market liquidity |
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