What can volatility smiles tell us about the too big to fail problem?
Phong T.H. Ngo, Diego L. Puente-Moncayo
| Year of publication: |
2024
|
|---|---|
| Authors: | Ngo, Phong T. H. ; Puente-Moncayo, Diego L. |
| Subject: | Risikomodell | Risk model | Optionspreistheorie | Option pricing theory | Ausreißer | Outliers | Bankrisiko | Bank risk | Systemrisiko | Systemic risk | Bank | USA | United States |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109023000157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520129