The shape of option implied volatility : a study based on market net demand pressure
Tianyu Mo, Zhenlong Zheng and William T. Lin
| Year of publication: |
2012
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|---|---|
| Authors: | Mo, Tianyu ; Zheng, Zhenlong ; Lin, William |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 26816507. - Vol. 2.2012, 1, p. 27-52
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010081848