Dynamics of implied volatility surfaces

By Rama Cont and José da Fonseca

Publisher: 'IOP Publishing'

Year: 2002

DOI identifier: 10.1088/1469-7688/2/1/304

OAI identifier:

Provided by: MUCC (Crossref)

Download PDF:
_{Sorry, we are unable to provide the full text but you may find it at the
following location(s):}

http://www.cmap.polytechnique.... (external link)