Volatility smile dynamics in scenario analysis

Kim Sundkvist & Ronnie Söderman

Year of publication:	Dec. 2000 ; [Elektronische Ressource]
Other Persons:	Sundkvist, Kim (contributor) ; Söderman, Ronnie (contributor)
Institutions:	Svenska Handelshögskolan <Helsinki> (contributor)
Publisher:	Helsingfors : Svenska Handelshögskolan
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Theorie \| Theory

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