Modelling the implied volatility surface based on Shanghai...

Modelling the implied volatility surface based on Shanghai 50ETF options

Wang, Jinzhong, Chen, Shijiang, Tao, Qizhi, Zhang, Ting
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
64
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2017.04.009
Date:
August, 2017
File:
PDF, 750 KB
english, 2017
Conversion to is in progress
Conversion to is failed