Title of article
Why do we smile? On the determinants of the implied volatility function
Author/Authors
Ignacio Pena، نويسنده , , Gonzalo Rubio، نويسنده , , Gregorio Serna، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
29
From page
1151
To page
1179
Keywords
Smiles , Bid±ask spread , Volatility , Causality
Journal title
Journal of Banking and Finance
Serial Year
1999
Journal title
Journal of Banking and Finance
Record number
193121
Link To Document