What determines volatility smile in China?
Pengshi Li, Aichuan Xian, Yan Lin
Year of publication: |
2021
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Authors: | Li, Pengshi ; Xian, Aichuan ; Lin, Yan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 96.2021, p. 326-335
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Subject: | 50 ETF | Implied volatility | Options | Volatility smile | Volatilität | Volatility | China | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Indexderivat | Index derivative | Welt | World | Black-Scholes-Modell | Black-Scholes model |
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