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Catchword for “smile”
Catchword: smile
Filed under:
Part of speech: n.
The part of speech reflects that used in the full entry, and not necessarily the part of speech as it is used in the quotation below.
Quotation: This has direct consequences for the dynamics of the volatility smile observed on option markets.
Author:
Jean-Philippe Bouchaud, Marc Potters
Article, document, publication, web site:
Theory of Financial Risk and Derivative Pricing
Date of publication:
Dec. 11, 2003
Page number:
70
This cite belongs to a full entry for smile.
Posted 27 May 04 | Permalink | Tell a Friend

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