The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Wen-Ming Szu; Ming-Chun Wang; Wan-Ru Yang
| Year of publication: |
2011
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|---|---|
| Authors: | Szu, Wen-ming ; Wang, Ming-chun ; Yang, Wan-ru |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 826-838
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| Subject: | Implied volatility | Volatility smile | TAIEX options | Volatilität | Volatility | Taiwan | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures |
| 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/10009303803