Using GMM to flatten the option volatility smile
Tom Arnold
| Year of publication: |
2006
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|---|---|
| Authors: | Arnold, Tom |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 20.2006, 1, p. 1-21
|
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Momentenmethode | Method of moments |
| 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/10003374200