The behavior of the implied volatility surface : evidence from crude oil futures options
Amine Bouden
| Year of publication: |
2008
|
|---|---|
| Authors: | Bouden, Amine |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 151-175
|
| Subject: | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Optionsgeschäft | Option trading | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686175