Printed from https://ideas.repec.org/n/nep-fmk/2009-08-16.html
Report NEP-FMK-2009-08-16
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Peter Christoffersen & Steven Heston & Kris Jacobs, 2009, "The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work so Well," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-34, Jun.
- Item repec:dgr:uvatin:20090057 is not listed on IDEAS anymore