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"Estimation of local volatilities in a generalized Black-Scholes model."

Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon (2005)

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DOI: 10.1016/J.AMC.2004.02.001

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon:
Estimation of local volatilities in a generalized Black-Scholes model. Appl. Math. Comput. 162(3): 1135-1149 (2005)

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