Stochastic Skew and Target Volatility Options
Year of publication: |
2015
|
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Authors: | Grasselli, Martino |
Other Persons: | Marabel Romo, Jacinto (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Messung | Measurement | Statistische Methode | Statistical method | Volatilität | Volatility | Indexderivat | Index derivative | Stochastische Volatilität | Stochastic volatility |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets. Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2419211 [DOI] |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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