Asynnnetric smiles, leverage effects and structural parameters | col:12086 | com:2

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000301790.pdf (1.737Mb)

Date

2000-07-27

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URI

http://hdl.handle.net/10438/12212

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FGV EPGE - Seminários de Pesquisa Econômica [427]

Knowledge Areas

Subject

Equilíbrio econômico

Preços - Determinação

Keyword

Recursive utility

Black-Scholes implicit volatility

Equilibrium option pricing