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Search: subject:"Volatility Smiles and Skews"
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Generalized Student t
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Kurtosis
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Option Pricing
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Time-Varying Volatility
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Volatility Smiles and Skews
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Lim, G.C.
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Martin, G.M.
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Martin, V.L.
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Department of Econometrics and Business Statistics, Monash Business School
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Parametric Pricing of Higher Order Moments in S&P500 Options.
Lim, G.C.
;
Martin, G.M.
;
Martin, V.L.
-
Department of Econometrics and Business Statistics, …
-
2002
volatility
smiles
and
skews
in stock options. The data consist of S&P500 options traded on select days in April, 1995, a total …
Persistent link: https://www.econbiz.de/10005087577
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