Gregorio Serna

Charles III University of Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Smiles, Bid-Ask Spread and Option Pricing

Posted: 22 Aug 2000
Juan Ignacio Peña, Gonzalo Rubio and Gregorio Serna
Universidad Carlos III de Madrid, University of the Basque Country - Department of Foundations of Economic Analysis I and Charles III University of Madrid - Department of Business Administration

Abstract:

Loading...

Smiles, Bid-Ask Spread, Implied Volatility Function, Option Pricing