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Implied remaining variance in derivative pricing
Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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Implied remaining variance with application to Bachelier model
Sun, Jian; Niu, Qiankun; Cao, Shinan; Carr, Peter - In: The journal of fixed income 26 (2016) 2, pp. 78-95
Persistent link: https://www.econbiz.de/10011684715