Smile from the past: A general option pricing framework with multiple volatility and leverage components.
Saved in:
| Title: | Smile from the past: A general option pricing framework with multiple volatility and leverage components. |
|---|---|
| Authors: | Majewski, Adam A.1 adam.majewski@sns.it, Bormetti, Giacomo1,2, Corsi, Fulvio3,4 |
| Source: | Journal of Econometrics. Aug2015, Vol. 187 Issue 2, p521-531. 11p. |
| Database: | Business Source Ultimate |
| ISSN: | 03044076 |
|---|---|
| DOI: | 10.1016/j.jeconom.2015.02.036 |
