![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Alòs Elisa León Jorge Vives Josep
Publisher: Springer Publishing Company
ISSN: 0949-2984
Source: Finance and Stochastics, Vol.11, Iss.4, 2007-10, pp. : 571-589
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)
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)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Moment explosions in stochastic volatility models
Finance and Stochastics, Vol. 11, Iss. 1, 2007-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Dynamics of implied volatility surfaces
Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. :