Of smiles and smirks : a term structure perspective
Sanjiv Ranjan Das and Rangarajan K. Sundaram
| Year of publication: |
1999
|
|---|---|
| Authors: | Das, Sanjiv R. ; Sundaram, Rangarajan K. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 34.1999, 2, p. 211-239
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial and quantitative analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001436315