Implied correlations: Smiles or Smirks?

Journal of Derivatives

Volumn 16, Issue 2, 2008, Pages 7-35

  Aǧca, Şenay ^a   Agrawal, Deepak ^b   Islam, Saiyid ^c  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

^b Diversified Credit Investments   (United States)

^c Standard and Poor's   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 58149299562     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/JOD.2008.16.2.007     Document Type: Article

References (21)

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