Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets
Evaluating the predictability of the volatility smile using return distributions : an application of the Jarrow-Rudd model on European index options markets