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Dyrting, Sigurd
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Review of Derivatives Research
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The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
Saved in:
2
The smirk in the S&P500 futures options prices: a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry
;
Dyrting, Sigurd
- In:
Review of Derivatives Research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10005016335
Saved in:
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