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García-Machado, Juan J.; Rybczynski, Jaroslaw - In: Investigaciones Europeas de Dirección y Economía de … 21 (2015) 1, pp. 17-25

volatilities for moneyness points needed were calculated, then we construct 355 smile curves for calls and puts options to study …

Persistent link: https://www.econbiz.de/10011262769

García-Machado, Juan J.; Rybczyński, Jarosław - In: Investigaciones Europeas de Dirección y Economía de … 21 (2015) 1, pp. 17-25

volatilities for moneyness points needed were calculated, then we construct 355 smile curves for calls and puts options to study …

Persistent link: https://www.econbiz.de/10011984997

García-Machado, Juan J.; Rybczyński, Jarosław - In: Investigaciones europeas de Dirección y Economía de … 21 (2015) 1, pp. 17-25

Persistent link: https://www.econbiz.de/10011592500

Kwark, Noe-Keol; Kang, Hyoung Goo; Jun, Sang-Gyung - In: The journal of applied business research 31 (2015) 3, pp. 845-860

Persistent link: https://www.econbiz.de/10011304812

García-Machado, Juan J.; Rybczyński, Jarosław - In: Investigaciones europeas de Dirección y Economía de … 21 (2015) 1, pp. 17-25

volatilities for moneyness points needed were calculated, then we construct 355 smile curves for calls and puts options to study …

Persistent link: https://www.econbiz.de/10011958447

García-Machado, Juan J.; Rybczyński, Jarosław - In: The European journal of finance 23 (2017) 1/3, pp. 153-169

Persistent link: https://www.econbiz.de/10011736237