TERM STRUCTURE OF VANILLA OPTIONS (Q3503047): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Interest Rate Dynamics and Consistent Forward Rate Curves
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@@ Property / cites work @@
+Interest rates and information geometry
@@ Property / cites work: Interest rates and information geometry / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility surfaces: theory, rules of thumb, and empirical evidence
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@@ Property / cites work @@
+Consistency problems for Heath-Jarrow-Morton interest rate models
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+A chaotic approach to interest rate modelling
@@ Property / cites work: A chaotic approach to interest rate modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Twisted sheets
@@ Property / cites work: Twisted sheets / rank @@
+Normal rank
@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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@@ Property / cites work @@
+A market model for stochastic implied volatility
@@ Property / cites work: A market model for stochastic implied volatility / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024907004676
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+W2037323577
@@ Property / OpenAlex ID: W2037323577 / rank @@
+Normal rank