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Shapes of implied volatility with positive mass at zero
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| Authors and Corporations: | , , |
|---|---|
| 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
|
| Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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