Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

✍ Scribed by Nicolas P. B. Bollen; Robert E. Whaley

• Book ID: 109176075
• Publisher: John Wiley and Sons
• Year: 2004
• Tongue: English
• Weight: 320 KB
• Volume: 59
• Category: Article
• ISSN: 0022-1082
• DOI: 10.1111/j.1540-6261.2004.00647.x