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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
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Implied trinomial trees of the volatility smile
Derman, Emanuel
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10001202805
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