The vanna - volga method for derivatives pricing.
Year of publication: |
2011-07
|
---|---|
Authors: | Janek, Agnieszka |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | vanna- volga method | implied volatility | volatility smile | Heston model |
-
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo, (2014)
-
The Financial Social Accounting Matrix for China, 2002, and Its Application to a Multiplier Analysis
Li, Jia, (2008)
-
Hopf bifurcation in a dynamic IS-LM model with time delay
Neamtu, Mihaela, (2005)
- More ...
-
Janek, Agnieszka, (2010)
-
Janek, Agnieszka, (2010)
-
Janek, Agnieszka, (2010)
- More ...