Asymmetric Information about Volatility: How Does it Affect Implied Volatility, Option Prices and Market Liquidity?
| Year of publication: |
1999
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|---|---|
| Authors: | Nandi, Saikat |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 3.1999, 3, p. 215-236
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