"Implied volatility smoothing at COVID-19 times."

Sebastiano Vitali, Milos Kopa, Gabriel E. Giana (2023)

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DOI: 10.1007/S10287-023-00465-Z

access: open

type: Journal Article

metadata version: 2024-08-04

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Sebastiano Vitali, Milos Kopa, Gabriel E. Giana:
Implied volatility smoothing at COVID-19 times. Comput. Manag. Sci. 20(1): 32 (2023)

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