The Local Volatility Surface: Unlocking the Information in Index Option Prices
- 1 July 1996
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 52 (4) , 25-36
- https://doi.org/10.2469/faj.v52.n4.2008
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Implied Binomial TreesThe Journal of Finance, 1994
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973