Why is the Index Smile So Steep? * (Q4672029)
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scientific article; zbMATH DE number 2163200
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Why is the Index Smile So Steep? * |
scientific article; zbMATH DE number 2163200 |
Statements
Why is the Index Smile So Steep? * (English)
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29 April 2005
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volatility
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jump-diffusion framework
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DAX
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Deutsche Bank
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0.7899969220161438
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0.7780993580818176
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0.7760151028633118
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0.7664992213249207
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0.7548480033874512
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