Venturing into uncharted territory : an extensible implied volatility surface model
Pascal François, Rémi Galarneau-Vincent, Geneviève Gauthier, Frédéric Godin
| Year of publication: |
2022
|
|---|---|
| Authors: | François, Pascal ; Galarneau-Vincent, Rémi ; Gauthier, Geneviève ; Godin, Frédéric |
| Subject: | derivatives pricing | factor models | Greeks | implied volatility surfaces | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Griechenland | Greece | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22364 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465829