volatility smile 中文
波动率微笑是指通过绘制包含到期日和标的资产的期权组的隐含波动率和行使价而形成的模式和图表。将它命名为波动率微笑的原因是它类似于微笑的嘴巴。,,由林宥辰著作·2007—Moreover,thisresearchisparticularlyfocusedonthecurvelevelofoption'simpliedvolatilitysmil...
台指選擇權到期日效應與隱含波動度微笑曲線之探討
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由林宥辰著作·2007—Moreover,thisresearchisparticularlyfocusedonthecurvelevelofoption'simpliedvolatilitysmilebeforeandaftertheexpirationday.Thesmilecurve ...
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