Implied volatility smiles, option mispricing and net buying pressure : evidence around the global financial crisis
J. Larkin; A. Brooksby; C. T. Lin; R. Zurbruegg
| Year of publication: |
2012
|
|---|---|
| Authors: | Larkin, J. ; Brooksby, A. ; Lin, Chien-ting ; Zurbruegg, Ralf |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 52.2012, 1, p. 47-69
|
| Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Finanzkrise | Financial crisis | Welt | World | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| 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/10009512728