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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Jacobs, Kris"
~person:"Jacquier, Antoine (Jack)"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Theorie"
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Jacobs, Kris
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The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
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