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Search works, persons, organizations and subjects:
Sundkvist, Kim
URI:
http://urn.fi/URN:NBN:fi:au:pn:000109226
name
Sundkvist, Kim
Authored works
Essays on option pricing with smiles and non-constant volatility
Evaluating option pricing models : different ways of modeling time
Intraday and weekend volatility patterns : implications for option pricing
Modeling the implied volatility smile : the sticky-delta smile approximation
The day of the week effect and option pricing : a study of the German option market
Volatility smile dynamics in scenario analysis
Works contributed to
Works about Sundkvist, Kim
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