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. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 17.2010, 4, p. 391-436
|
Subject: | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
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