Estimation of local volatilities in a generalized Black–Scholes model
Chung-Ki Cho, Taekkeun Kim, YongHoon KwonVolume:
162
Year:
2005
Language:
english
Pages:
15
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2004.02.001
File:
PDF, 336 KB
english, 2005