The Financial Market Consequences of Growing Awareness : The Case of Implied Volatility Skew
Year of publication: |
2014
|
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Authors: | Siddiqi, Hammad |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2375513 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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