The information frown in option prices
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
2. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
3. Forecasting S&P 100 volatility: The incremental information content of implied volatilities and high frequency index returns;Blair;Journal of Econometrics,2001
4. Does net buying pressure affect the shape of implied volatility functions?;Bollen;Journal of Finance,2004
5. The informational content of implied volatility;Canina;Review of Financial Studies,1993
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