Equity correlations implied by index options: Estimation and model uncertainty analysis

Mathematical Finance, Volume 23, Issue 3, pp 496-530, July 2013

Author(s) :

Rama Cont

Romain Deguest

Presentation :

Mathematical Finance, Volume 23, Issue 3, pp 496-530, July 2013
Type : Publication académique
Date : le 01/01/2013

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