Implied volatility surfaces and market activity over time
Year of publication: |
2001
|
---|---|
Authors: | Ané, Thierry ; Labidi, Chiraz |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 25.2001, 3, p. 259-275
|
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Optionsgeschäft | Option trading |
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