On the information content of volatility, Skewness and Kurtosis implied in option prices

Bibliographic Details
Main Author: Serna Calvo, Gregorio (-)
Format: Book
Language:Castellano
Published: Albacete Universidad de Castilla La Mancha 2001
Series:Documentos de trabajo (Universidad de Granada) 1/2001/6
Subjects:
See on Universidad Loyola - Universidad Loyola Granada:https://colectivo.uloyola.es/Record/76085
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Description
Physical Description:43 p. ; 23 cm