Implied Volatility and Skewness Surface

Conference paper

Implied Volatility and Skewness Surface

Roméo Tédongap, Bruno Feunou and Jean-Sébastien Fontaine

Fifth International MAF Conference 2012 (Venice, 2012-04-10 - 2012-04-12)

2012

Metrics

2 Record Views

Details

Title: Implied Volatility and Skewness Surface
Creators - without role: Roméo Tédongap - Stockholm School of Economics, Department of Finance
Bruno Feunou - Bank of Canada (CA)
Jean-Sébastien Fontaine - Bank of Canada (CA)
Conference: Fifth International MAF Conference 2012 (Venice, 2012-04-10 - 2012-04-12)
Identifiers: 991001480245406056
Academic Unit: Department of Finance
Language: English
Resource Type: Conference paper