![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Corrado C. J. Su Tie
Publisher: Routledge Ltd
ISSN: 1466-4364
Source: The European Journal of Finance, Vol.3, Iss.1, 1997-03, pp. : 73-85
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
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
A model of stock option prices
International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Deterministic implied volatility models
By Balland P
Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Dynamics of implied volatility surfaces
Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Maturity cycles in implied volatility
Finance and Stochastics, Vol. 8, Iss. 4, 2004-11 ,pp. :