Work

Option Happiness and Liquidity: Is the Dynamics of the Volatility Smirk Affected by Relative Option Liquidity?

Year: 2009

Type: article

Source: Journal of Futures Markets

DOI: 10.2139/ssrn.1472002

Authors: Lars Nordén, Caihong Xu

Institution: Stockholm University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2013262954

FWCI: 0.502

Cites: 60

Cited by: 15

Related to: 10