Stochastic models of implied volatility surfaces
Rama Cont; José DaFonseca; Valdo Durrleman
| Year of publication: |
2002
|
|---|---|
| Authors: | Cont, Rama ; Fonseca, José Nicolau da ; Durrleman, Valdo |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 31.2002, 2, p. 361-377
|
| Subject: | Volatilität | Volatility | Aktienmarkt | Stock market | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic notes |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001676006