RECONCILING DIFFERENCES - How to calibrate an option pricing model to the volatility smile.
| Year of publication: |
1997
|
|---|---|
| Authors: | Lagnado, Ronald ; Osher, Stanley |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 10.1997, 4, p. 79-83
|