Lessons from Estimating the Average Option-implied Volatility Term Structure for the Spanish Banking Sector
Year: 2021
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.3916164
Author: Maria T. Gonzalez-Perez
Institution: Bank of Spain
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3201874763