Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options

Gianluca Cassese; Massimo Guidolin

Year of publication:	2006
Authors:	Cassese, Gianluca ; Guidolin, Massimo
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 2, p. 145-178
Subject:	Index-Futures \| Index futures \| Volatilität \| Volatility \| Effizienzmarkthypothese \| Efficient market hypothesis \| Theorie \| Theory \| Risikomaß \| Risk measure

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