Publisher
Kluwer Academic Publishers
Reference43 articles.
1. Marco Avellaneda and Yingzi Zhu, A Risk-Neutral Stochastic Volatility Model, International Journal of Theoretical and Applied Finance, 12, 289–310,1998
2. Patrick Hagan and Deep Kumar and Andrew Lesniewski and Diana Woodward, Managing Smile Risk, Preprint, 2002.
3. Patrick Hagan and Diana Woodward, Equivalent Black Volatilities, Applied Mathematical Finance, 63, 147–157, 1999.
4. Leif B. G. Andersen and Rupert Brotherton-Ratcliffe, The Equity Option Volatility Smile: an Implicit Finite-Difference Approach, Journal of Computational Finance, 12, 5–37,1998.
5. Peter Carr and Liuren Wu, The Finite Moment Logstable Process and Option Pricing, Journal of Finance, Forthcoming, 2002.
Cited by
65 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献