Why is the Index Smile So Steep?

Nicole Branger, Christian Schlag

Research output: Contribution to journal › Journal article › Research › peer-review

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@article{bcc8e9b08eb511dba124000ea68e967b,

title = "Why is the Index Smile So Steep?",

keywords = "Optioner, Aktieoptioner, Aktieindeks",

author = "Nicole Branger and Christian Schlag",

year = "2004",

doi = "10.1023/B:EUFI.0000022159.33778.fd",

language = "English",

volume = "8",

pages = "109--127",

journal = "Review of Finance",

issn = "1572-3097",

publisher = "Oxford University Press",

number = "1",

}