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Why is the Index Smile So Steep? * - MaRDI portal

Why is the Index Smile So Steep? * (Q4672029)

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scientific article; zbMATH DE number 2163200
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English
Why is the Index Smile So Steep? *
scientific article; zbMATH DE number 2163200

    Statements

    title
    Why is the Index Smile So Steep? * (English)
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    author
    Nicole Branger
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    Christian Schlag
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    publication date
    29 April 2005
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    zbMATH Keywords
    volatility
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    jump-diffusion framework
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    DAX
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    Deutsche Bank
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    Identifiers

    zbMATH DE Number
    2163200
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    OpenAlex ID
    W3122533500
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