Smiling under stochastic volatility
Year of publication: |
2004
|
---|---|
Authors: | León, Ángel ; Rubio, Gonzalo |
Published in: |
Spanish Economic Review. - Asociación Española de Economía - AEE. - Vol. 6.2004, 1, p. 53-75
|
Publisher: |
Asociación Española de Economía - AEE |
Subject: | Stochastic volatility | volatility smile | skewness | kurtosis | option pricing |
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