The Black-Scholes model as a determinant of the implied volatility smile: A simulation study
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0167-2681 |
| Author | Vagnani, Gianluca |
| Maintainer | CCSD |
| Last Updated | November 1, 2026, 09:58 (UTC) |
| Created | November 1, 2026, 09:58 (UTC) |
| Identifier | hal-00736952 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| creator | Vagnani, Gianluca |
| date | 2009-10-01T00:00:00 |
| harvest_object_id | d70075a9-0412-4d2f-bae3-f24c77e0126c |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-02-20T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jebo.2009.05.025 |
| set_spec | type:ART |