Asymmetric option price distribution and bid–ask quotes: consequences for implied volatility smiles

✍ Scribed by Lars Nordén

• Book ID: 114340018
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 304 KB
• Volume: 13
• Category: Article
• ISSN: 1042-444X
• DOI: 10.1016/s1042-444x(03)00019-7