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~institution:"Center for Financial Studies"
~institution:"Université Paris-Dauphine"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Investor Sentiment"
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implied volatility
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Siddiqi, Hammad
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Center for Financial Studies
Université Paris-Dauphine
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
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Thinking by analogy, systematic risk, and option prices
Siddiqi, Hammad
-
Volkswirtschaftliche Fakultät, …
-
2011
explanation for various
implied
volatility
puzzles. …
Persistent link: https://www.econbiz.de/10009132750
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