Options markets, self-fulfilling prophecies, and implied volatilities (Q375353)
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scientific article; zbMATH DE number 6220915
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| English | Options markets, self-fulfilling prophecies, and implied volatilities |
scientific article; zbMATH DE number 6220915 |
Statements
Options markets, self-fulfilling prophecies, and implied volatilities (English)
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30 October 2013
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Black-Scholes model
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options
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implied volatility
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self-fulfilling prophecy
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0.7696093320846558
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0.7619885802268982
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0.7587133049964905
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0.7525275945663452
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