Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
- 1 January 1998
- journal article
- research article
- Published by World Scientific Pub Co Pte Ltd in International Journal of Theoretical and Applied Finance
- Vol. 01 (01) , 61-110
- https://doi.org/10.1142/s0219024998000059
Abstract
No abstract availableKeywords
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