Accounting Transparency and the Implied Volatility Skew
Year of publication: |
2022
|
---|---|
Authors: | Doshi, Hitesh ; Ericsson, Jan ; Szaura, Stephen ; Yu, Fan |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Rechnungswesen | Accounting | Theorie | Theory | Unternehmenspublizität | Corporate disclosure |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4225996 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Ambiguity and Disclosure in The Principal-Agent Model
Izhakian, Yehuda (Yud), (2017)
-
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2018)
-
Kanodia, Chandra S., (2023)
- More ...
-
Pricing Credit Default Swaps with Observable Covariates
Doshi, Hitesh, (2013)
-
On Pricing Credit Default Swaps with Observable Covariates
Doshi, Hitesh, (2012)
-
Pricing credit default swaps with observable covariates
Doshi, Hitesh, (2013)
- More ...