The information frown in option prices
Year of publication: |
2005
|
---|---|
Authors: | Ederington, Louis ; Guan, Wei |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 6, p. 1429-1458
|
Saved in favorites
Similar items by person
-
Dealer spreads in the corporate bond market: Agent vs. market-making roles
Ederington, Louis, (2015)
-
The information frown in option prices
Ederington, Louis, (2005)
-
Why Are Those Options Smiling?
Ederington, Louis, (2002)
- More ...