Dynamics of Implied Volatility Surfaces
Year of publication: |
[2002]
|
---|---|
Authors: | Cont, Rama |
Other Persons: | Da Fonseca, José (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Quantitative Finance, Vol. 2, No. 1, 2002 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2002 erstellt Volltext nicht verfügbar |
Classification: | C51 - Model Construction and Estimation ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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