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Browsing by Subject "volatility smiles"

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ThumbnailNumberIssue Date TitleAuthor(s)
S-DRP-04-03Nov-2004 Interest Rate Option Markets: The Role of Liquidity in Volatility SmilesDeuskar, Prachi; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
FIN-06-02525-May-2008 Liquidity Effects in Interest Rate Options Markets:Premium or Discount?DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
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