A new well-posed algorithm to recover implied local volatility

Quantitative Finance

Volumn 3, Issue 6, 2003, Pages 451-457

  Jiang, Lishang ^a   Chen, Qihong ^b   Wang, Lijun ^a   Zhang, Jin E ^c  

^a TONGJI UNIVERSITY   (China)

^b SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^c HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346961606     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/6/304     Document Type: Article

References (23)

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