Implied non-recombining trees and calibration for the volatility smile

Author： Charalambous Chris   Christofides Nicos   Constantinide Eleni D.   Martzoukos Spiros H.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.7, Iss.4, 2007-08, pp. : 459-472

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