On decoupling of volatility smile and term structure in inverse option pricing
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Publication:5486430
DOI10.1088/0266-5611/22/4/008zbMath1112.91032OpenAlexW2107732435MaRDI QIDQ5486430
Bernd Hofmann, Herbert Egger, Torsten Hein
Publication date: 6 September 2006
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/326d3137550b92bb6dcd3a04eb198eb7be2ffb69
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