The equity option volatility smile : an implicit finite-difference approach
Year of publication: |
1998
|
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Authors: | Andersen, Leif B. G. ; Brotherton-Ratcliffe, Rupert |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1997/1998, 2, p. 5-37
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory |
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