Vol, skew, and smile trading
Year of publication: |
2023
|
---|---|
Authors: | Al-Jaaf, Aşty ; Carr, Peter |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 31.2023, 1, p. 64-95
|
Subject: | Volatilität | Volatility | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model | Welt | World | Statistische Verteilung | Statistical distribution |
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