The surface of implied firm's asset volatility
Year of publication: |
2020
|
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Authors: | Lovreta, Lidija ; Silaghi, Florina |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 112.2020, p. 1-18
|
Subject: | CDS spreads | Firm's asset implied volatility | Volatility surface | Volatilität | Volatility | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
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