Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options
| Year of publication: |
2006
|
|---|---|
| Authors: | Cassese, Gianluca ; Guidolin, Massimo |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 15.2006, 2, p. 145-178
|
| Publisher: |
Elsevier |