Author: Thiagarajah K. Thavaneswaran A.
Publisher: Emerald Group Publishing Ltd
ISSN: 1526-5943
Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.7, Iss.5, 2006-10, pp. : 503-524
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
Recovery of volatility coefficient by linearization
By Bouchouev Ilia Isakov Victor Valdivia Nicolas
Quantitative Finance, Vol. 2, Iss. 4, 2002-08 ,pp. :
Volatility-induced financial growth
By Dempster Michael A. H. Evstigneev Igor V. Schenk-hoppé Klaus R.
Quantitative Finance, Vol. 7, Iss. 2, 2007-04 ,pp. :
Deterministic implied volatility models
By Balland P
Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. :
A family of humped volatility models
By Mercurio Fabio Moraleda Juan M.
The European Journal of Finance, Vol. 7, Iss. 2, 2001-06 ,pp. :