Author: Chib Siddhartha Kang Kyu Ho
Publisher: Oxford University Press
ISSN: 1479-8417
Source: Journal of Financial Econometrics, Vol.11, Iss.2, 2013-03, pp. : 302-334
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Arbitrage-free SVI volatility surfaces
By Gatheral Jim Jacquier Antoine
Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. :
Arbitrage-free interval and dynamic hedging in an illiquid market
Quantitative Finance, Vol. 13, Iss. 7, 2013-07 ,pp. :
Arbitrage-free approximation of call price surfaces and input data risk
By Glaser Judith Heider Pascal
Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. :