Type of publication: Book / Working Paper
Language: English
Notes:
Brace, Alan and Fabbri, Giorgio and Goldys, Benjamin (2007): An Hilbert space approach for a class of arbitrage free implied volatilities models.
Classification: C02 - Mathematical Methods ; G13 - Contingent Pricing; Futures Pricing
Source:
BASE
Persistent link: https://www.econbiz.de/10015246865