Interpreting the volatility smile : an examination of the information content of option prices

Author(s)

• Weinberg, Steven A.

Bibliographic Information

Interpreting the volatility smile : an examination of the information content of option prices

Steven A. Weinberg

（International finance discussion papers, no. 706）

Bibliogov, [2013]

Note

References: p. 28-30

Details

• NCID: BB20004752
• ISBN:
  • 9781288731152
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Place of publication not identified]
• Pages/Volumes: 43 p.
• Size: 30 cm
• Subject Headings:
  • LCSH : Foreign exchange
  • LCSH : Capital assets pricing model
  • LCSH : Probability density functions
• Parent Bibliography ID:
  • BA57288820