Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity?
type: Item
instance of: scholarly article
title: Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity?
zbMATH Open document ID: 1274.91432
DOI: 10.1023/A:1009674204212
author: Saikat Nandi
published in: Review of Derivatives Research
publication date: 2013-10-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B44
zbMATH DE Number: 6221290
zbMATH Keywords: asymmetric information
zbMATH Keywords: Black-Scholes model
zbMATH Keywords: implied volatility
MaRDI profile type: MaRDI publication profile
full work available at URL: a:1009674204212
OpenAlex ID: W1511846049
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description: scientific article; zbMATH DE number 6221290