"Option implied ambiguity and its information content: Evidence from the ..."

Tarik Driouchi, Lenos Trigeorgis, Raymond H. Y. So (2018)

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DOI: 10.1007/S10479-015-2079-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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Tarik Driouchi, Lenos Trigeorgis, Raymond H. Y. So:
Option implied ambiguity and its information content: Evidence from the subprime crisis. Ann. Oper. Res. 262(2): 463-491 (2018)

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