Do Aussie markets smile? : implied volatility functions and determinants
Hassan Tanha and Michael Dempsey
| Year of publication: |
2015
|
|---|---|
| Authors: | Tanha, Hassan ; Dempsey, Michael |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 28/30, p. 3143-3163
|
| Subject: | implied volatility | volatility smile | informational efficiency | options | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Informationseffizienz | Informational efficiency |
| Extent: | graph. Darst. |
|---|---|
| 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/10011289355