Option Happiness and Liquidity : Is the Dynamics of the Volatility Smirk Affected by Relative Option Liquidity?
Year of publication: |
2009
|
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Authors: | Norden, Lars L. ; Xu, Caihong |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Liquidität | Liquidity | Optionspreistheorie | Option pricing theory | Zufriedenheit | Satisfaction | Optionsgeschäft | Option trading | Marktliquidität | Market liquidity |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1472002 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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