Stochastic skew and target volatility options
Year of publication: |
February 2016
|
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Authors: | Grasselli, Martino ; Romo, Jacinto Marabel |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 174-193
|
Subject: | Indexderivat | Index derivative | Stochastische Volatilität | Stochastic volatility | Messung | Measurement | Statistische Methode | Statistical method | Theorie | Theory |
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