Why do we smile? : On the determinants of the implied volatility function
Year of publication: |
1999
|
---|---|
Authors: | Peña Sánchez de Rivera, Juan Ignacio ; Rubio, Gonzalo ; Serna, Gregorio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 23.1999, 8, p. 1151-1179
|
Subject: | volatility smile | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Börse | Bourse | Spanien | Spain |
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