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~isPartOf:"Barcelona GSE working paper series : working paper"
~person:"Alòs, Elisa"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
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Barcelona GSE working paper series : working paper
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The implied
volatility
of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
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