Call an Put Implied Volatilities and the Derivation of Option Implied Trees
| Year of publication: |
2007
|
|---|---|
| Authors: | V. Moriggia, S. Muzzioli, C. Torricelli |
| Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 4.2007, 1, p. 35-64
|
| Publisher: |
SKEMA Business School |
| Subject: | implied binomial tree | smile effect | interval tree |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10004998307