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~person:"Schlag, Christian"
~subject:"Black-Scholes model"
~subject:"Exchange rate"
~subject:"stochastic volatility"
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Level and slope of volatility smiles in Long-Run Risk Models
Branger, Nicole
;
Rodrigues, Paulo
;
Schlag, Christian
-
2017
the empirically weak link between the level and the slope of the implied
volatility
smile
for S&P 500 options. …
Persistent link: https://www.econbiz.de/10011750074
Saved in:
2
Level and slope of volatility smiles in Long-Run Risk Models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
-
2017
the empirically weak link between the level and the slope of the implied
volatility
smile
for S&P 500 options. …
Persistent link: https://www.econbiz.de/10011747186
Saved in:
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