Asymmetric option price distribution and bid-ask quotes: consequences for implied volatility smiles
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Cited by:
- Timotheos Angelidis & Alexandros Benos, 2009.
"The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange,"
European Financial Management, European Financial Management Association, vol. 15(1), pages 112-144, January.
- Timotheos Angelidis & Alexandros Benos, "undated". "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics.
- 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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