Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity? (Q375487)
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scientific article; zbMATH DE number 6221290
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| English | Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity? |
scientific article; zbMATH DE number 6221290 |
Statements
Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity? (English)
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30 October 2013
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asymmetric information
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Black-Scholes model
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implied volatility
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0.8424226
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0.8365979
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0.8192621
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0.7925052
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0.79154444
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