Option pricing and spikes in volatility: theoretical and empirical analysis
| Year of publication: |
2005-09-03
|
|---|---|
| Authors: | Zerilli, Paola |
| Institutions: | Money Macro and Finance Research Group |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004978140