Yang, Z.J.; Yang, Angel - In: International Journal of Financial Markets and Derivatives 1 (2010) 2, pp. 169-174
Via examining the option prices of seven actively traded stocks (IWM, MDY, QQQQ, SPY, GOOG, MSFT, QCOM, etc.) with a phenomenological approach, we report two important discoveries in this paper. We introduce the dimensionless parameters to express the relationships among them. The first one is...