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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Cai, Ning"
~person:"Kyriakou, Ioannis"
~person:"Orosi, Greg"
~subject:"Optionsgeschäft"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
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Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
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