Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles
Year of publication: |
2020
|
---|---|
Authors: | El Amrani, Mehdi |
Other Persons: | Jacquier, Antoine (Jack) (contributor) ; Martini, Claude (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spekulationsblase | Bubbles | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 18, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3458323 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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