Smile perfect match extension
Year of publication: |
2017
|
---|---|
Authors: | Kamtchueng, Christian |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 3.2017, 2, p. 93-113
|
Subject: | smile perfect match | SPM | pricing | correlation skew | FX triangle | Matching | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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