Effects of the volatility smile on exchange settlement practices : the Hong Kong case
Year of publication: |
2009
|
---|---|
Authors: | Chang, Eric Chieh ; Ren, Jinjuan ; Qi, Shi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 1, p. 98-112
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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