Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396)
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scientific article; zbMATH DE number 7573539
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Oil futures volatility smiles in 2020: why the Bachelier smile is flatter |
scientific article; zbMATH DE number 7573539 |
Statements
Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (English)
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19 August 2022
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oil market volatility ``smile''
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Bachelier vs. Black option models
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0.6808688044548035
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0.6760550737380981
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0.6758449077606201
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0.6748518347740173
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0.6688753962516785
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