Author： Fouque Jean-Pierre Kollman Eli
Publisher： Routledge Ltd
ISSN： 1466-4313
Source： Applied Mathematical Finance, Vol.18, Iss.2, 2011-04, pp. : 119-137
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
INDIFFERENCE PRICES AND IMPLIED VOLATILITIES
MATHEMATICAL FINANCE, Vol. 28, Iss. 1, 2018-01 ,pp. :
Access to resources
Recommend
By Hagan Patrick S. Woodward Diana E.
Applied Mathematical Finance, Vol. 6, Iss. 3, 1999-09 ,pp. :
Volatility skews and extensions of the Libor market model
By Andersen Leif Andreasen Jesper
Applied Mathematical Finance, Vol. 7, Iss. 1, 2000-03 ,pp. :
On the Spurious Correlation Between Sample Betas and Mean Returns
By Levy Moshe
Applied Mathematical Finance, Vol. 19, Iss. 4, 2012-09 ,pp. :