Implied volatility surfaces during the period of global financial crisis
Tony S. Wirjanto and Anyi Zhu
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Wirjanto, Tony S. ; Zhu, Anyi |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 1, p. 1-50
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| Subject: | Implied volatility surface | smile | options | promptness | global financial crisis | Volatilität | Volatility | Finanzkrise | Financial crisis | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Welt | World | Internationaler Finanzmarkt | International financial market | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786318500019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922944