Why is the Index Smile So Steep? * (Q4672029)
From MaRDI portal
scientific article; zbMATH DE number 2163200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Why is the Index Smile So Steep? * |
scientific article; zbMATH DE number 2163200 |
Statements
Why is the Index Smile So Steep? * (English)
0 references
29 April 2005
0 references
volatility
0 references
jump-diffusion framework
0 references
DAX
0 references
Deutsche Bank
0 references
