The financial value of implied-volatility adjustments
The financial value of implied-volatility adjustments
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Mcgroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Mcgee, Richard
93f5c00c-a866-4e35-997e-60b817f40497
Mcgroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Mcgee, Richard and Mcgroarty, Frank
(2015)
The financial value of implied-volatility adjustments.
13th INFINITI Conference on International Finance, Ljubljana, Slovenia.
07 - 08 Jun 2015.
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Conference or Workshop Item
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e-pub ahead of print date: June 2015
Venue - Dates:
13th INFINITI Conference on International Finance, Ljubljana, Slovenia, 2015-06-07 - 2015-06-08
Organisations:
Southampton Business School
Identifiers
Local EPrints ID: 401283
URI: http://eprints.soton.ac.uk/id/eprint/401283
PURE UUID: 68f29937-f6c3-49d7-ba57-0d2f98df9241
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Date deposited: 17 Oct 2016 08:30
Last modified: 12 Dec 2021 03:23
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Contributors
Author:
Richard Mcgee
Author:
Frank Mcgroarty
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