Implied non-recombining trees and calibration for the volatility smile
Chris Charalambous, Nicos Christofides, Eleni D. Constantinide and Spiros H. Martzoukos
| Year of publication: |
2009
|
|---|---|
| Authors: | Charalambous, Chris ; Christofides, Nicos ; Constantinide, Eleni D. ; Martzoukos, Spiros A. |
| Published in: |
Quantitative fund management. - Boca Raton, Fla. [u.a.] : CRC Press, ISBN 978-1-4200-8191-6. - 2009, p. 425-450
|
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics | Finanzanalyse | Financial analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003797029