Implied volatility surfaces and market activity over time

Journal of Economics and Finance

Volumn 25, Issue 3, 2001, Pages 259-275

  Ané, Thierry ^a   Labidi, Chiraz ^b,c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b ESSEC BUSINESS SCHOOL   (France)

^c UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442716092     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/BF02745888     Document Type: Article

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