WHICH PROCESS GIVES RISE TO THE OBSERVED DEPENDENCE OF...

International Journal of Theoretical and Applied Finance 2003 / 06 Vol. 6; Iss. 4

WHICH PROCESS GIVES RISE TO THE OBSERVED DEPENDENCE OF SWAPTION IMPLIED VOLATILITY ON THE UNDERLYING?

REBONATO, RICCARDO
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Volume:
6
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024903002079
Date:
June, 2003
File:
PDF, 907 KB
english, 2003
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