Why is the index smile so steep?
Year of publication: |
2004
|
---|---|
Authors: | Branger, Nicole ; Schlag, Christian |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 8.2004, 1, p. 109-127
|
Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory | Deutschland | Germany |
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