Realizing smiles: Options pricing with realized volatility
| Year of publication: |
2013
|
|---|---|
| Authors: | Corsi, Fulvio ; Fusari, Nicola ; La Vecchia, Davide |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 107.2013, 2, p. 284-304
|