✦ LIBER ✦
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
✍ Scribed by Christoffersen, Peter; Heston, Steven; Jacobs, Kris
- Book ID
- 127070808
- Publisher
- INFORMS
- Year
- 2009
- Tongue
- English
- Weight
- 420 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0025-1909
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