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~institution:"National Centre of Competence in Research North South <Bern>"
~person:"Frey, Rüdiger"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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Frey, Rüdiger
Audrino, Francesco
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Barone-Adesi, Giovanni
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National Centre of Competence in Research North South <Bern>
Institut für Schweizerisches Bankwesen <Zürich>
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Risk Management for Derivatives in Illiquid Markets : A Simulation-Study
Frey, Rüdiger
;
Patie, Pierre
-
Institut für Schweizerisches Bankwesen <Zürich>
;
…
-
2002
new explanation of the smile pattern of implied
volatility
related to the lack of market liquidity. Finally we present …
Persistent link: https://www.econbiz.de/10005859384
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