Arbitrage-free implied volatility surfaces for options on single stock futures
Year of publication: |
2013
|
---|---|
Authors: | Kotzé, Antonie ; Labuschagne, Coenraad C. A. ; Nair, Merell L. ; Padayachi, Nadine |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 380-399
|
Subject: | Volatility surface | Options on single stock futures | Quadratic deterministic function | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Derivat | Derivative | Futures |
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