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Volatility smile dynamics by Shikha Kochhar and Abhishek Johri (Student Project)

By: Kochhar, Shikha.
Contributor(s): Johri, Abhishek.
Material type: materialTypeLabelBookPublisher: Ahmedabad Indian Institute of Management 2008Description: Various Pagination.Subject(s): Local volatility | Smile | Skew | S&P 500DDC classification: SP 2008/1529
List(s) this item appears in: Jawaja
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Submitte to Prof. Tejas Desai

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