On the Implied Volatility Skew Outside the At-the-Money Point
Year of publication: |
[2023]
|
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Authors: | Azzone, Michele ; Torricelli, Lorenzo |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 19, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4453112 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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