Title of article
Systematic risk and idiosyncratic risk: a useful distinction for valuing European options
Author/Authors
Thierry Chauveau، نويسنده , , Hayette Gatfaoui، نويسنده ,
Pages
17
From page
305
To page
321
Keywords
Idiosyncratic risk , Systematic risk , Volatility smile
Journal title
Astroparticle Physics
Record number
230803
Link To Document