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~isPartOf:"Review of derivatives research"
~person:"Carverhill, Andrew"
~person:"Chance, Don M."
~person:"Nunes, Joaõ Pedro Vidal"
~subject:"Volatilität"
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Carverhill, Andrew
Chance, Don M.
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Review of derivatives research
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A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
2
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
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