Forecasting option smile dynamics
Van Le; Ralf Zurbruegg
| Year of publication: |
2014
|
|---|---|
| Authors: | Le, Van ; Zurbruegg, Ralf |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 32-45
|
| Subject: | Volume | Implied volatility | Option smile | Forecasting | VAR models | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | VAR-Modell | VAR model | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010529632