Narrow search
Showing 1 - 1 of 1
Cover Image
Term structures of implied volatilities : Absence of arbitrage and existence results
Schweizer, Martin; Wissel, Johannes - Institut für Schweizerisches Bankwesen <Zürich> - 2006
-time framework with one stock, one bank account and a family of European options for all maturities with a fixed payoff function h …
Persistent link: https://www.econbiz.de/10005858725