Collateral smile
Markus Leippold, Lujing Su (University of Zurich, Department of Banking and Finance, Zurich, Switzerland)
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Leippold, Markus ; Su, Lujing |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 58.2015, p. 15-28
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| Subject: | Collateral requirements | Funding costs | Volatility smile | Option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kreditsicherung | Collateral | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.03.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543849