Pricing CAC 40 Index Options with Stochastic Volatility
Date
2005Dewey
Economie financièreSujet
Implied volatility; skew and smile; stochastic volatility modelJEL code
G.G1.G10; C.C3.C32Journal issue
Journal of Derivatives AccountingVolume
2Number
1Publication date
03-2005Article pages
77-85Publisher
World Scientific PublishingCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]