On the Right-Hand Derivative of a Certain Integral Function

DOI10.2307/2324431MaRDI QIDQ3986362zbMATH OpenOpenAlexWikidataFDO

Authors John Kilppert

Publication date 27 June 1992

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2324431

Mathematics Subject Classification ID

Real functions (26-XX)

Cited in

(1)

• ON THE RELATIONSHIP BETWEEN THE CALL PRICE SURFACE AND THE IMPLIED VOLATILITY SURFACE CLOSE TO EXPIRY

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