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[IEEE 2007 International Conference on Convergence Information Technology (ICCIT 2007) - Gyeongju-si, Gyeongbuk, Korea (2007.11.21-2007.11.23)] 2007 International Conference on Convergence Information Technology (ICCIT 2007) - Pricing European Options with Actual Implied Volatility Distributions
Sheng, Chieh-Chung, Hsu, Hsiao-Ya Chiu Yu-Chia, Chen, An-PinYear:
2007
Language:
english
DOI:
10.1109/iccit.2007.4420533
File:
PDF, 314 KB
english, 2007