Realizing smiles : options pricing with relized volatility
Fulvio Corsi; Nicola Fusari; Davide La Vecchia
| Year of publication: |
2013
|
|---|---|
| Authors: | Corsi, Fulvio ; Fusari, Nicola ; La Vecchia, Davide |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 2, p. 284-304
|
| Subject: | High-frequency | Realized volatility | Option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009719740