Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Giovanna Nappo, Fabio Massimo Marchetti, Gianluca Vagnani
| Year of publication: |
2023
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|---|---|
| Authors: | Nappo, Giovanna ; Marchetti, Fabio Massimo ; Vagnani, Gianluca |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-9
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| Subject: | Financial options pricing | Skew effect | Stock volatility | Traders' heterogeneity | Volatilität | Volatility | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472484