On implied volatility for options : some reasons to smile and more to correct

Song Xi Chen; Zheng Xu

Year of publication:	2014
Authors:	Chen, Song Xi ; Xu, Zheng
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 179.2014, 1, p. 1-15
Subject:	Bias correction \| Implied volatility \| Kernel estimator \| Pricing errors \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Schätztheorie \| Estimation theory \| Systematischer Fehler \| Bias \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model \| Schätzung \| Estimation

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