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Implied and local volatilities under stochastic volatility
Lee, Roger W. - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 45-89
Persistent link: https://www.econbiz.de/10001554215
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The moment formula for implied volatility at extreme strikes
Lee, Roger W. - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 469-480
Persistent link: https://www.econbiz.de/10002125588
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Option pricing by transform methods : extensions, unification and error control
Lee, Roger W. - In: The journal of computational finance 7 (2004) 3, pp. 51-86
Persistent link: https://www.econbiz.de/10002060743