THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE¶
Bibliographic record. Follow the original-source link for the publication.
| Field | Value |
|---|---|
| Topics | volatility |
| Authors | Masaaki Fukasawa |
| Published | 2011-06-05 |
| Source | Mathematical Finance |
| Identifiers | doi:10.1111/j.1467-9965.2011.00483.x |
| URL | Open original source |
Relationships¶
- None recorded.