Asymptotics and calibration of local volatility models

Quantitative Finance

Volumn 2, Issue 1, 2002, Pages 61-69

  Berestycki, H ^a   Busca, J ^b   Florent, I ^c  

^a ÉCOLE DES HAUTES ÉTUDES EN SCIENCES SOCIALES   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

^c HSBC Halbis Partners   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008832190     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/1/305     Document Type: Article

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