Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | |
|---|---|---|---|
The Determinants of the Implied Volatility Function: Evidence from Hang Seng Index Option Market in Hong Kong Proceeding/Conference:Asian Association of Derivatives | 2004 | ||
Effects of the Volatility Smile on Exchange Settlement Practices: the Hong Kong Case Proceeding/Conference:Journal of Banking and Finance | 2009 | ||
Living with the Smile: An Assessment of Hang Seng Stock Index Options' Settlement Practice Proceeding/Conference:Journal of Banking and Finance 30th Anniversary Conference | 2006 |