Volatility discovery and volatility quoting on markets for options and warrants
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Futures Markets"
DOI: 10.1002/fut.21900
Abstract: In several countries, classical options markets coexist with markets for bank-issued options, also termed warrants. It is an open question if warrant issuers purely adopt options market information about future volatility or if they contribute… read more here.
Keywords: volatility discovery; volatility; volatility quoting; quoting markets ... See more keywords