Why is the Index Smile So Steep? *
From MaRDI portal
Publication:4672029
DOI10.1023/B:EUFI.0000022159.33778.fdzbMath1106.91323OpenAlexW3122533500MaRDI QIDQ4672029
Christian Schlag, Nicole Branger
Publication date: 29 April 2005
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:eufi.0000022159.33778.fd
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Diversification with options and structured products ⋮ The impact of the leverage effect on the implied volatility smile: evidence for the German option market ⋮ Volatility Investing with Variance Swaps ⋮ EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS ⋮ Coupling index and stocks
This page was built for publication: Why is the Index Smile So Steep? *
