Stochastic Models of Implied Volatility Surfaces
| Year of publication: |
2002
|
|---|---|
| Authors: | Cont, Rama ; Fonseca, José da ; Durrleman, Valdo |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 31.2002, 2, p. 361-378
|