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Modeling the implied volatility smile : the sticky-delta smile approximation
URI:
http://urn.fi/URN:NBN:fi:bib:me:W00092777500
about
hinnat
hinnoittelu
optiot
volatiliteetti
author
Sundkvist, Kim
inLanguage
en
isPartOf
Fennica
name
Modeling the implied volatility smile : the sticky-delta smile approximation
P60049
<http://rdaregistry.info/termList/RDAContentType/1020>
Instances
2000 : Svenska handelshögskolan
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Modeling the implied volatility smile : the sticky-delta smile approximation
URI:
http://urn.fi/URN:NBN:fi:bib:me:I00092777500
datePublished
2000
description
kuvitettu
identifier
propertyID:
FI-FENNI
value:
690845
propertyID:
FI-MELINDA
value:
000927775
propertyID:
skl
value:
fx690845
isbn
9515556813
isPartOf
Fennica
Meddelanden / Svenska handelshögskolan
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
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