Asymptotics of Implied Volatility to Arbitrary Order
Year of publication: |
2011
|
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Authors: | Gao, Kun |
Other Persons: | Lee, Roger (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1768383 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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