Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options

Author： Kotzé Antonie   Oosthuizen Rudolf   Pindza Edson  

Publisher： MDPI

E-ISSN： 1911-8074|8|1|43-82

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.8, Iss.1, 2015-01, pp. : 43-82

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