Shapes of Implied Volatility with Positive Mass at Zero
De Marco, Stefano; Hillairet, Caroline; Jacquier, Antoine
- 期刊名称SSRN Electronic Journal
- 作者De Marco, Stefano; Hillairet, Caroline; Jacquier, Antoine
- 电子ISSN1556-5068
- 文件大小530.54KB
- 发表时间2013
- DOI10.2139/ssrn.2335445