Implied volatility smiles in the Nikkei 225 options
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603107.2013.767975
Reference41 articles.
1. The Pricing of Options and Corporate Liabilities
2. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
3. Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
4. Why is the Index Smile So Steep? *
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1. The economic determinants of the implied volatility function for currency options;International Journal of Emerging Markets;2018-11-29
2. 20000000 200000 (Kospi200 Futures Price and Implied Volatility Smile of Kospi200 Options);SSRN Electronic Journal;2017
3. Financial instability and the short-term dynamics of volatility expectations;Applied Financial Economics;2014-02-12
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