Why are Those Options Smiling?
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance
Cited by 32 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The economic determinants of the implied volatility function for currency options;International Journal of Emerging Markets;2018-11-29
2. Is trading in the shortest-term index options profitable?;Review of Derivatives Research;2018-06-13
3. Is Petrobras Options Market Efficient? A Study Using the Delta-Gamma Neutral Strategy;Latin American Business Review;2016-10
4. Three-point volatility smile classification: Evidence from the Warsow Stock Exchange during volatile summer 2011;Investigaciones Europeas de Dirección y Economía de la Empresa;2015-01
5. The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium;Journal of Banking & Finance;2013-09
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