The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black–Scholes Model
| Year of publication: |
2010
|
|---|---|
| Authors: | Takaoka, Koichiro ; Futami, Hidenori |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 4, p. 391-436
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| Publisher: |
Springer |
| Subject: | Black–Scholes model | Option pricing | Local volatility model | Implied volatility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776785