The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well
- 期刊名称Management Science
- 作者Peter Christoffersen, Steven Heston and Kris Jacobs
- 卷第55卷
- 期第12期
- 印刷ISSN0025-1909
- 电子ISSN1526-5501
- 文件大小2721.33KB
- 发表时间2009-12
- DOI10.2307/40539255
- 页码1914-1932
Objectivistic knowledge artifactsWeber, Rosina O. · Data Technologies and Applications · 2018
RANKuserSingh, Abhishek Kumar; Nagwani, Naresh Kumar; Pandey, Sudhakar · Data Technologies and Applications · 2018
Understanding online knowledge community user continuanceZhou, Tao · Data Technologies and Applications · 2018
Quality measures for skosAlbertoni, Riccardo; De Martino, Monica; Podestà, Paola · Data Technologies and Applications · 2018
Logical foundations of hierarchical model checkingKamide, Norihiro · Data Technologies and Applications · 2018
Collaborative knowledge management for corporate ecological responsibilityGuo, Weiwei · Data Technologies and Applications · 2019
Cultivating virtual communities of practice in KAFKASartori, Fabio; Melen, Riccardo; Pinardi, Stefano · Data Technologies and Applications · 2018
Multidimensional appropriate clustering and DBSCAN for SAT solvingHireche, Celia; Drias, Habiba · Data Technologies and Applications · 2019