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Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity? - MaRDI portal

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Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity?

From MaRDI portal
Publication:375487

DOI10.1023/A:1009674204212zbMATH Open1274.91432OpenAlexW1511846049MaRDI QIDQ375487

Author name not available (Why is that?)

Publication date: 30 October 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009674204212



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