Skew and Implied Leverage Effect : Smile Dynamics Revisited
Year of publication: |
2017
|
---|---|
Authors: | Vargas, Vincent |
Other Persons: | Dao, Tung-Lam (contributor) ; Bouchaud, Jean-Philippe (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Kapitalstruktur | Capital structure | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 8, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2929526 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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