The BlackScholes model as a determinant of the implied volatility smile : a simulation study
Year of publication: |
2009
|
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Authors: | Vagnani, Gianluca |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 72.2009, 1, p. 103-118
|
Subject: | Black-Scholes-Modell | Black-Scholes model |
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