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 T. |
Published in: |
China Finance Review International. - Emerald Group Publishing Limited, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 2.2012, 1, p. 27-52
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Option | Implied volatility | Market maker | Net demand pressure | Options markets | Supply and demand |
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