Why do we smile? on the determinants of the implied volatility function

  1. Peña, I.
  2. Rubio, G.
  3. Serna, G.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 1999

Volume: 23

Issue: 8

Pages: 1151-1179

Type: Article

DOI: 10.1016/S0378-4266(98)00134-4 GOOGLE SCHOLAR
Data source: Scopus