The Local Volatility Surface: Unlocking the Information in Index Option Prices
| Year of publication: |
1996
|
|---|---|
| Authors: | Derman, Emanuel ; Kani, Iraj ; Zou, Joseph Z. |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 52.1996, 4, p. 25-36
|