Smiles in delta
Arianna Mingone
| Year of publication: |
2023
|
|---|---|
| Authors: | Mingone, Arianna |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 12, p. 1713-1728
|
| Subject: | Butterfly arbitrage | Delta | Implied volatility | Volatility smile | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Arbitrage | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2258932 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452438