Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Year of publication: |
2024
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Authors: | Wallmeier, Martin |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 5, p. 854-875
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Subject: | implied volatilities | index options | OptionMetrics | put-call parity | Volatilität | Volatility | Aktienoption | Stock option | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
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