The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1015806 |
||
| Property / author | |||
| Property / author: Andrew P. Carverhill / rank | |||
Revision as of 21:59, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The smirk in the S\&P500 futures options prices: a linearized factor analysis |
scientific article |
Statements
The smirk in the S\&P500 futures options prices: a linearized factor analysis (English)
0 references
23 November 2009
0 references
