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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Option pricing theory
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The North American journal of economics and finance : a journal of financial economics studies
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Arbitrage-free conditions for implied
volatility
surface
by Delta
Wang, Ximei
;
Zhao, Yanlong
;
Bao, Ying
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 819-834
Persistent link: https://www.econbiz.de/10012120342
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2
To sigmoid-based functional description of the volatility smile
Itkin, Andrey
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 264-291
Persistent link: https://www.econbiz.de/10011514245
Saved in:
3
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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