de
{{ search | replaceEmpty }}

Realizing Smiles: Options Pricing with Realized Volatility

Realizing Smiles: Options Pricing with Realized Volatility

AutorF. Corsi, N. Fusari, and D. La Vecchia
JournalJournal of Financial Economics
Datum1. Jan. 2013
KategorieAcademic Publications
Volumevol. 107 (2), pp 284-304

Swiss Finance Institute - Genf

Universität Genf
42, Bd du Pont d`Arve
CH-1211 Genf 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zürich

Walchestrasse 9
CH-8006 Zürich

Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
de