Author:
Engelmann Bernd,Koster Frank,Oeltz Daniel
Reference30 articles.
1. Distributional anomalies implicit in currency futures options;D S Bates;Journal of International Money and Finance,1984
2. Blue Cross and Blue Shield (BCBS)
3. Reconstructing the unknown local volatility function;T F Coleman;Journal of Computational Finance,1999
4. An Alternating-Direction Implicit Scheme for Parabolic Equations with Mixed Derivatives;I J D Craig;Computers and Mathematics with Applications,1988
5. Calibration of the Local Volatility in a Generalized Black-Scholes Model Using Tikhonov Regularization;S Cr�pey;SIAM Journal on Mathematical Analysis,2003
Cited by
12 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