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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Implied Volatility"
~subject:"volatility smile"
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Implied Volatility
volatility smile
Option pricing theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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2
Investors' heterogeneity and implied volatility smiles
Li, Tao
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2392-2412
Persistent link: https://www.econbiz.de/10010202746
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