Can the implied volatility surface move by parallel shifts?
| Year of publication: |
2010
|
|---|---|
| Authors: | Rogers, L. ; Tehranchi, M. |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 2, p. 235-248
|
| Publisher: |
Springer |
| Subject: | Implied volatility | Smile asymptotics | Long rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008515591