TERM STRUCTURE OF VANILLA OPTIONS (Q3503047)

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TERM STRUCTURE OF VANILLA OPTIONS
scientific article

    Statements

    title
    TERM STRUCTURE OF VANILLA OPTIONS (English)
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    author
    Dorje C. Brody
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    Irene C. Constantinou
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    Bernhard K. Meister
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    publication date
    20 May 2008
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    zbMATH Keywords
    option term structure
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    implied forward rates
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    volatility smile
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    Identifiers

    zbMATH DE Number
    5277173
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