Stochastic Models of Implied Volatility Surfaces
Year of publication: |
[2003]
|
---|---|
Authors: | Cont, Rama |
Other Persons: | Durrleman, Valdo (contributor) ; Da Fonseca, José (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Economic Notes, Vol. 31, No. 2, July 2002 |
Other identifiers: | 10.2139/ssrn.317604 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods ; C31 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A Market-based Approach to Sector Risk Determinants and Transmission in the Euro Area
Saldías, Martín, (2011)
-
Trading the bond-CDS basis: The role of credit risk and liquidity
Trapp, Monika, (2009)
-
A market-based approach to sector risk determinants and transmission in the euro area
Saldías, Martín, (2013)
- More ...
-
Stochastic models of implied volatility surfaces
Cont, Rama, (2002)
-
Stochastic Models of Implied Volatility Surfaces
Cont, Rama, (2002)
-
Stochastic Models of Implied Volatility Surfaces
Cont, Rama, (2002)
- More ...