SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED (Q5265236): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1311.4078 / rank | |||
Normal rank | |||
Revision as of 00:49, 20 April 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)
0 references
23 July 2015
0 references
option pricing
0 references
smile dynamics
0 references
skewness
0 references
