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期权交易者是否预见了崩盘?来自英国波动率微笑的证据及与美国比较

Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons

Journal of Futures Markets · 1996
被引 7
人大 BABS 3
金融经济学衍生品市场行为金融市场微观结构