Smoothing the volatility smile using the Corrado-Su model

International Journal of Financial Markets and Derivatives 2015 Vol. 4; Iss. 2

Smoothing the volatility smile using the Corrado-Su model

Maia, Vinicius Mothé, Pinto, Antonio Carlos Figueiredo, Klotzle, Marcelo Cabus
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Volume:
4
Year:
2015
Language:
english
Journal:
International Journal of Financial Markets and Derivatives
DOI:
10.1504/ijfmd.2015.069983
File:
PDF, 242 KB
english, 2015
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