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Keywords: Options markets
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Journal Articles
The shape of option implied volatility: a study based on market net demand pressure
Available to Purchase
Journal:
China Finance Review International
China Finance Review International (2012) 2 (1): 27–52.
Published: 27 January 2012
...Tianyu Mo; Zhenlong Zheng; William T. Lin Purpose Due to disequilibrium between supply and demand in the option market, the option market‐maker is under exposure to certain risks because of their net option positions. This paper aims to pay attention to whether the risk award affects the option...
