The shape of option implied volatility : a study based on market net demand pressure
Year of publication: |
2012
|
---|---|
Authors: | Mo, Tianyu ; Zheng, Zhenlong ; Lin, William |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 2.2012, 1, p. 27-52
|
Subject: | Optionsgeschäft | Option trading | USA | United States | Derivat | Derivative | Volatilität | Volatility | Theorie | Theory |
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