Parametric modeling of implied smile functions : a generalized SVI model
Bo Zhao; Stewart D. Hodgens
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhao, Bo ; Hodgens, Stewart D. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 1, p. 53-77
|
| Subject: | Implied volatility | Parametric model | Kummer function | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729922