The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well.
| Autor: | Christoffersen, Peter1 peter.christoffersen@mcgill.ca, Heston, Steven2, Jacobs, Kris1 |
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| Zdroj: | Working Papers -- Financial Institutions Center at The Wharton School. 2009, special section p1-7. 48p. |
| Databáze: | Business Source Ultimate |
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