SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED (Q5265236): Difference between revisions
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Latest revision as of 11:33, 30 July 2024
scientific article; zbMATH DE number 6463510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED |
scientific article; zbMATH DE number 6463510 |
Statements
SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED (English)
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23 July 2015
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option pricing
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smile dynamics
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skewness
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