"The Shape and Term Structure of the Index Option Smirk: Why Multifactor ..."

Peter F. Christoffersen, Steven Heston, Kris Jacobs (2009)

> Home

Details and statistics

DOI: 10.1287/MNSC.1090.1065

access: closed

type: Journal Article

metadata version: 2020-06-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/ChristoffersenHJ09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/ChristoffersenHJ09
Peter F. Christoffersen, Steven Heston, Kris Jacobs:
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well. Manag. Sci. 55(12): 1914-1932 (2009)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.