Modeling the implied volatility smile : the sticky-delta smile approximation

Modeling the implied volatility smile : the sticky-delta smile approximation

datePublished

• 2000

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 690845
• propertyID: FI-MELINDA value: 000927775
• propertyID: skl value: fx690845

isbn

• 9515556813

isPartOf

• Fennica
• Medd. Sven. handelshögsk. (Print)

name

• Modeling the implied volatility smile : the sticky-delta smile approximation

numberOfPages

• 25, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsingfors organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan