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person:"Liu, Ming-hua"
~person:"Allen, Aidan"
~person:"Carlin, Bruce"
~subject:"Black-Scholes model"
~subject:"implied volatility"
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Black-Scholes model
implied volatility
Optionsanleihe
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Frontiers of business research in China : selected publications from Chinese universities
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Working paper series / School of Economics and Finance, Curtin University of Technology
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Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
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2
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
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