Simulating the evolution of the implied distribution

European Financial Management

Volumn 7, Issue 4, 2001, Pages 497-522

  Skiadopoulos, George ^a,b   Hodges, Stewart ^b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Implied distribution; Mixture of distributions; Simulation; Smile consistent stochastic volatility models

Indexed keywords

EID: 2442697420     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00168     Document Type: Article

References (0)