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Extracting Information from Options Markets: Smiles, State-Price Densities and Risk Aversion
Pérignon, Christophe; Villa, Christophe - In: European Financial Management 8 (2002) 4, pp. 495-513
Persistent link: https://www.econbiz.de/10005309597
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The information content of implied volatility, skewness and kurtosis: empirical evidence from long-term CAC 40 options
Navatte, Patrick; Villa, Christophe - In: European Financial Management 6 (2000) 1, pp. 41-56
Persistent link: https://www.econbiz.de/10005309486