![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Publisher: John Wiley & Sons Inc
E-ISSN: 2041-6156|45|4|646-665
ISSN: 2041-9945
Source: Asia-Pacific Journal Of Financial Studies (Electronic), Vol.45, Iss.4, 2016-08, pp. : 646-665
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)
![](/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)
Arbitrage-free SVI volatility surfaces
By Gatheral Jim Jacquier Antoine
Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Analytical formulas for a local volatility model with stochastic rates
By Benhamou E. Gobet E. Miri M.
Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. :