Using GMM to flatten the option volatility smile
Year of publication: |
2006
|
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Authors: | Arnold, Tom |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 20.2006, 1, p. 1-21
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Momentenmethode | Method of moments |
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