Implied Volatility and Skewness Surface

Conference paper

Roméo Tédongap, Bruno Feunou and Jean-Sébastien Fontaine

Montreal Financial Econometrics Conference 2009 (Montreal, 2009-04-24 - 2009-04-25)

2009

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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: Montreal Financial Econometrics Conference 2009 (Montreal, 2009-04-24 - 2009-04-25)
Identifiers: 991001480271406056
Academic Unit: Department of Finance
Language: English
Resource Type: Conference paper