Open AccessFinancial market disruption and investor awareness: the case of implied volatility skew
Author(s) -
Hammad Siddiqi
Publication year - 2022
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2022021
Subject(s) - crash , portfolio , financial economics , financial market , economics , volatility (finance) , implied volatility , volatility smile , business , monetary economics , finance , programming language , computer science