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Why is the index smile so steep?

Christian Schlag () and Nicole Branger

Money Macro and Finance (MMF) Research Group Conference 2003 from Money Macro and Finance Research Group

JEL-codes: G12 G13 (search for similar items in EconPapers)
Date: 2004-09-27
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http://repec.org/mmfc03/SchlagBranger.pdf (application/pdf)

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Journal Article: Why is the Index Smile So Steep? (2004) Downloads
Journal Article: Why is the Index Smile So Steep? (2004) Downloads
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