UNDERSTANDING COMPLEX DYNAMICS IN DERIVATIVES FINANCE: WHY DO OPTIONS MARKETS SMILE?
Year of publication: |
2012
|
---|---|
Authors: | QIU, G. ; KANDHAI, D. ; JOHNSON, N. F. ; SLOOT, P. M. A. |
Published in: |
Advances in Complex Systems (ACS). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6802. - Vol. 15.2012, 07, p. 1250050-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Options markets | volatility smile | microsimulation |
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