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Hopscotch methods for two-state financial models
Kurpiel, Adam; Roncalli, Thierry - In: The journal of computational finance 3 (1999/2000) 2, pp. 53-89
Persistent link: https://www.econbiz.de/10001517421
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From implied to spot volatilities
Durrleman, Valdo - In: Finance and stochastics 14 (2010) 2, pp. 157-177
Persistent link: https://www.econbiz.de/10003951488
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Stochastic models of implied volatility surfaces
Cont, Rama; Fonseca, José Nicolau da; Durrleman, Valdo - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 361-377
Persistent link: https://www.econbiz.de/10001676006
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Technical note : dependence and two-asset options pricing
Rapuch, Grégory; Roncalli, Thierry - In: The journal of computational finance 7 (2004) 4, pp. 23-33
Persistent link: https://www.econbiz.de/10002126759