MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX
FUKASAWA, M., ISHIDA, I., MAGHREBI, N., OYA, K., UBUKATA, M., YAMAZAKI, K.Volume:
14
Langue:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024911006681
Date:
June, 2011
Fichier:
PDF, 526 KB
english, 2011