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Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
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A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L. - In: Review of derivatives research 10 (2007) 3, pp. 205-225
Persistent link: https://www.econbiz.de/10003748108
Cover Image
Asymmetric Information about Volatility: How Does it Affect Implied Volatility, Option Prices and Market Liquidity?
Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236
Persistent link: https://www.econbiz.de/10005962194
Cover Image
A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L. - In: Review of derivatives research 10 (2007) 3, pp. 205-226
Persistent link: https://www.econbiz.de/10008075940