Understanding the implied volatility surface for options on a diversified index
Year of publication: |
2004
|
---|---|
Authors: | Heath, David C. ; Platen, Eckhard |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 11.2004, 1, p. 55-77
|
Subject: | Aktienindex | Stock index | Derivat | Derivative | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
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