How Spanish options market smiles in summer: an empirical analysis for options on IBEX-35

  1. García-Machado, J.J.
  2. Rybczyński, J.
Revue:
European Journal of Finance

ISSN: 1466-4364 1351-847X

Année de publication: 2017

Volumen: 23

Número: 2

Pages: 153-169

Type: Article

DOI: 10.1080/1351847X.2015.1067634 GOOGLE SCHOLAR