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~subject:"volatility smile"
~person:"Dana, Samy"
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volatility smile
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Dana, Samy
Mizrach, Bruce
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Jackwerth, Jens Carsten
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Janssen, Alexandra
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Perrakis, Stylianos
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Boenkost, Wolfram
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Aboura, Sofiane
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Varma, Jayanth Rama
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Almeida, Caio Ibsen Rodrigues de
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Journal of Emerging Market Finance
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Stochastic Volatility and Option Pricing in the Brazilian Stock Marke
Almeida, Caio Ibsen Rodrigues de
;
Dana, Samy
- In:
Journal of Emerging Market Finance
4
(
2005
)
2
,
pp. 169-206
volatility process to end up with a parsimonious way of capturing the
volatility
smile
implied by close to the money options. In …
Persistent link: https://www.econbiz.de/10010772803
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