The smirk in the S\&P500 futures options prices: a linearized factor analysis (Q1039662)
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scientific article; zbMATH DE number 5636960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The smirk in the S\&P500 futures options prices: a linearized factor analysis |
scientific article; zbMATH DE number 5636960 |
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The smirk in the S\&P500 futures options prices: a linearized factor analysis (English)
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23 November 2009
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0.85848165
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0.8364886
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0.82614243
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0.82235515
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0.81131715
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0.8086975
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0.8047475
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0.8016585
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