Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?
Year of publication: |
2012
|
---|---|
Authors: | Nordén, Lars ; Xu, Caihong |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 1, p. 47-74
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
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