Stochastic models of implied volatility surfaces

Economic Notes

Volumn 31, Issue 2, 2002, Pages 361-377

  Cont, Rama ^a   da Fonseca, Jose ^b   Durrleman, Valdo ^c  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b PÔLE UNIVERSITAIRE LÉONARD DE VINCI   (France)

^c Princeton University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; MODELING; STOCHASTICITY;

EID: 0036081653     PISSN: 03915026     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0300.00090     Document Type: Article

References (29)

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