Valuation of volatility derivatives as an inverse problem (Q3375397): Difference between revisions
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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| Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
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Latest revision as of 11:50, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of volatility derivatives as an inverse problem |
scientific article |
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Valuation of volatility derivatives as an inverse problem (English)
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8 March 2006
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