Options Are Also Options on Options : How to Smile With Black-Scholes
Year of publication: |
[2023]
|
---|---|
Authors: | Mingone, Arianna ; Martini, Claude |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Experiment | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 4, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4534756 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
First-order calculus and option pricing
Carr, Peter, (2014)
-
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan, (2016)
-
Bandi, Chaithanya, (2014)
- More ...
-
Martini, Claude, (2020)
-
Explicit No Arbitrage Domain for Sub-SVIs via Reparametrization
Mingone, Arianna, (2021)
-
A Closed Form Model-Free Approximation for the Initial Margin of Option Portfolios
Mingone, Arianna, (2023)
- More ...