Implied adjusted volatility by leland option pricing models: evidence from Australian index options
With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and also the given fact that the pricing biases of Leland option pricing models and the implied volatility structure for the options are related, this study considers examining...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/38362/ http://irep.iium.edu.my/38362/41/Implied_Adjusted_Volatility_by_Leland_Option_Pricing_Models_.pdf http://irep.iium.edu.my/38362/44/Binder1.pdf |