Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Timotheos Angelidis & Alexandros Benos, 2009.
"The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange,"
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- Tapiero, Oren J., 2013. "A maximum (non-extensive) entropy approach to equity options bid–ask spread," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(14), pages 3051-3060.
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