Dynamics of implied volatility surfaces

Quantitative Finance

Volumn 2, Issue 1, 2002, Pages 45-60

  Cont, Rama ^a   Da Fonseca, José ^b  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b PÔLE UNIVERSITAIRE LÉONARD DE VINCI   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85032070430     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/1/304     Document Type: Article

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