Work

Asymmetric option price distribution and bid–ask quotes: consequences for implied volatility smiles

Year: 2003

Type: article

Source: Journal of Multinational Financial Management

DOI: 10.1016/s1042-444x(03)00019-7

Author: Lars Nordén

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: W3124375158

FWCI: 2.134

Cites: 26

Cited by: 17

Related to: 10