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type_genre:"Arbeitspapier"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~subject:"Theory"
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Search: subject_exact:"Black-Scholes option pricing model"
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Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001425316
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
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