TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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Publication:3502126
DOI10.1111/j.1467-9965.2007.00323.xzbMath1138.91481OpenAlexW2116285217MaRDI QIDQ3502126
Johannes Wissel, Martin Schweizer
Publication date: 22 May 2008
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00323.x
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Cites Work
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