Implied volatility functions in arbitrage-free term structure models
| Year of publication: |
1994
|
|---|---|
| Authors: | Amin, Kaushik I. ; Morton, Andrew J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 35.1994, 2, p. 141-180
|