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ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

✍ Scribed by Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang

Book ID: 111043224
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 324 KB
Volume: 22
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00472.x

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