The normalizing transformation of the implied volatility smile
Year of publication: |
2012
|
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Authors: | Fukasawa, Masaaki |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 4, p. 753-762
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Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
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