Calibration of Stock Betas from Skews of Implied Volatilities
| Year of publication: |
2011
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Kollman, Eli |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 2, p. 119-138
|