Venturing into uncharted territory : an extensible implied volatility surface model
Year of publication: |
2022
|
---|---|
Authors: | François, Pascal ; Galarneau-Vincent, Rémi ; Gauthier, Geneviève ; Godin, Frédéric |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 10, p. 1912-1940
|
Subject: | derivatives pricing | factor models | Greeks | implied volatility surfaces | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Griechenland | Greece |
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