Forecasting option smile dynamics
Year of publication: |
2014
|
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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 | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | VAR-Modell | VAR model |
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