SKEW AND IMPLIED LEVERAGE EFFECT: SMILE DYNAMICS REVISITED
نویسندگان
چکیده
منابع مشابه
Volatility derivatives and model-free implied leverage
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2015
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024915500223