Volatility smile consistent option models : a survey
Year of publication: |
2001
|
---|---|
Authors: | Skiadopoulos, George |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 3, p. 403-437
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
-
Hausmann, Wilfried, (2007)
-
Arbitrage-free market models for liquid options
Wissel, Johannes Stefan, (2008)
-
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin, (2008)
- More ...
-
Konstantinidi, Eirini, (2014)
-
Konstantinidi, Eirini, (2014)
-
Capital structure and financial flexibility: Expectations of future shocks
Lambrinoudakis, Costas, (2014)
- More ...