A family of humped volatility models

Author: Mercurio Fabio   Moraleda Juan M.  

Publisher: Routledge Ltd

ISSN: 1466-4364

Source: The European Journal of Finance, Vol.7, Iss.2, 2001-06, pp. : 93-116

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract