A volatility smile-based uncertainty index
José Valentim Machado Vicente, Jaqueline Terra Moura Marins
| Year of publication: |
2021
|
|---|---|
| Authors: | Vicente, José Valentim Machado ; Marins, Jaqueline Terra Moura |
| Subject: | Uncertainty | FX option | Volatility smile | Risk | Volatilität | Volatility | Risiko | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-021-00384-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012585519