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A note on the correlation smile
Hager, Svenja
;
Schöbel, Rainer
-
2005
a reflection of market opinion there wouldn't be the
implied
correlation
smile
that is observed in the market. The …
Persistent link: https://www.econbiz.de/10010301811
Saved in:
2
A note on the correlation smile
Hager, Svenja
;
Schöbel, Rainer
-
Wirtschaftswissenschaftlichen Fakultät, …
-
2005
a reflection of market opinion there wouldn't be the
implied
correlation
smile
that is observed in the market. The …
Persistent link: https://www.econbiz.de/10009149290
Saved in:
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