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~person:"Szu, Wen-Ming"
~source:"econis"
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Behavioural finance
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Derivat
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Implied risk-neutral distribution
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Option pricing theory
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Option trading
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Review of Pacific Basin financial markets and policies
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How does investor sentiment affect implied risk-neutral distributions of call and put options?
Szu, Wen-Ming
;
Wang, Yi-Chen
;
Yang, Wan-Ru
- In:
Review of Pacific Basin financial markets and policies
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011300945
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