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
Dynamics of implied volatility surfaces
Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. :
Arbitrage-free SVI volatility surfaces
By Gatheral Jim Jacquier Antoine
Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. :
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. :