An empirical examination of the relation between the option-implied volatility smile and heterogeneous beliefs
Shu Feng, Xiaoling Pu, and Yi Zhang
| Year of publication: |
2018
|
|---|---|
| Authors: | Feng, Shu ; Pu, Xiaoling ; Zhang, Yi |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 25.2018, 4, p. 36-47
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965383