The Enron Bankruptcy: When did the options market in Enron lose it’s smirk?
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- Bruce Mizrach, 2007. "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers 200702, Rutgers University, Department of Economics.
- Christoffersen, Peter & Jacobs, Kris & Chang, Bo Young, 2013. "Forecasting with Option-Implied Information," Handbook of Economic Forecasting, Elsevier.
- repec:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500175 is not listed on IDEAS
- Ehret, Michael, 2014. "Financial socialism: The role of financial economics in economic disorganization," Journal of Business Research, Elsevier, vol. 67(1), pages 2686-2692.
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KeywordsVolatility smile; Options; Enron; Bankruptcy;
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