Author:
Madan D.,Roynette B.,Yor Marc
Reference14 articles.
1. Eight valuation methods in financial mathematics: The Black–Scholes formula as an example;Andreasen;Mathematical Scientist,1998
2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
3. Prices of state contingent claims implicit in option prices;Breeden;Journal of Business,1978
4. The fine structure of asset returns: An empirical investigation;Carr;Journal of Business,2002
5. From local volatility to local Lévy models;Carr;Quantitative Finance,2004
Cited by
19 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