搜索结果: 1-3 共查到“经济学 Strikes”相关记录3条 . 查询时间(0.062 秒)
We develop a private-information model of union contract negotiations in which disputes
signal a firm’s willingness to pay. Previous models have assumed that all labor disputes take
the form of a st...
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
Call and put pricing functions Implied volatility Asymptotic formulas Pareto-type distributions Regularly varying functions
2010/11/1
In this paper, we obtain asymptotic formulas with error estimates for the implied volatility
associated with a European call pricing function. We show that these formulas imply Lee’s moment formulas ...