REGULAR VARIATION AND SMILE ASYMPTOTICS
Year of publication: |
2009
|
---|---|
Authors: | Benaim, S. ; Friz, P. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 19.2009, 1, p. 1-12
|
Saved in:
Saved in favorites
Similar items by person
-
Regular variation and smile asymptotics
Benaim, S., (2009)
-
REGULAR VARIATION AND SMILE ASYMPTOTICS
Benaim, S., (2009)
-
On refined volatility smile expansion in the Heston model
Friz, P., (2010)
- More ...