The equity option volatility smile : an implicit finite-difference approach

Leif B. G. Andersen and Rupert Brotherton

Year of publication:	1998
Authors:	Andersen, Leif B. G. ; Brotherton-Ratcliffe, Rupert
Published in:	The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 1.1997/1998, 2, p. 5-37
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Theorie \| Theory

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