Implied volatility: Statics, dynamics, and probabilistic interpretation

Recent Advances in Applied Probability

Volumn , Issue , 2005, Pages 241-268

  Lee, Roger W ^a,b  

^a STANFORD UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84892821365     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/0-387-23394-6_11     Document Type: Chapter

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