Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Martin Wallmeier
| Year of publication: |
2024
|
|---|---|
| Authors: | Wallmeier, Martin |
| Subject: | implied volatilities | index options | OptionMetrics | put-call parity | Volatilität | Volatility | Index-Futures | Index futures | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Derivat | Derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22495 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536695