Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Yung-Ming Shiu, Ging-Ginq Pan, Shu-Hui Lin and Tu-Cheng Wu
| Year of publication: |
2010
|
|---|---|
| Authors: | Shiu, Yung-ming ; Pan, Ging-ginq ; Lin, Shu-hui ; Wu, Tu-cheng |
| 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. 17.2009/10, 4, p. 54-66
|
| Subject: | Optionsgeschäft | Option trading | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index | Taiwan |
| 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/10003985513