Option happiness and liquidity: Is the dynamics of the volatility smirk affected by relative option liquidity?
| Year of publication: |
2012
|
|---|---|
| Authors: | Nordén, Lars ; Xu, Caihong |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 1, p. 47-74
|
| Publisher: |
John Wiley & Sons, Ltd. |