Shapes of implied volatility with positive mass at zero

Bibliographic Details

Authors and Corporations:	De Marco, Stefano (Author), Hillairet, Caroline (Author), Jacquier, A. (Author)
Other Authors:	Hillairet, Caroline [Author] • Jacquier, A. [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2017]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 77
Subjects:	Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen