scientific article; zbMATH DE number 5010393

zbMATH Open1126.91362MaRDI QIDQ3374057FDOQ3374057

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Publication date: 9 March 2006

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zbMATH Keywords

Monte Carlo simulationDAX option pricesprice densities

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Trade models (91B60)

Cited In (2)

• Option implied VIX, skew and kurtosis term structures
• ROBUST TRADING OF IMPLIED SKEW

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