Implied Levy volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Corcuera, Jose Manuel ; Guillaume, Florence ; Leoni, Peter ; Schoutens, Wim |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 9.2009, 4, p. 383-393
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004966881