Cross-Sectional Variation of Option-Implied Volatility Skew.

Liuren Wu Meng Tian

Published in: Manag. Sci. (2024)

Keyphrases

cross sectional
stock returns
chinese stock market
cross sections
cross section
blood vessels
ct scans
mri data
stock price
deformation field
high quality
cross validation
stock market
image space
intravascular ultrasound