Calibration of stock betas from skews of implied volatilities
Year of publication: |
2011
|
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Authors: | Fouque, Jean-Pierre ; Kollman, Eli |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 1/2, p. 119-137
|
Subject: | Volatilität | Volatility | Betafaktor | Beta risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation |
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