Implied volatility surface : test of the applicability of parametric models based on the moneyness of options traded in the Brazilian market
André Luis Ferreira da Silva, Victor de Almeida França, Antonio Carlos Figueiredo Pinto and Marcelo Cabus Klotzle
| Year of publication: |
2013
|
|---|---|
| Authors: | Ferreira da Silva, André Luis ; Almeida França, Victor de ; Pinto, Antônio Carlos Figueiredo ; Klotzle, Marcelo Cabus |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 8, p. 835-845
|
| Subject: | Volatility surface | Call options | Implied volatility | Brazil | Volatilität | Volatility | Brasilien | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | 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/10010363105