Black-Scholes in a CEV random environment (2018)

First Author: Jacquier A
Attributed to:  Asymptotics and dynamics of forward implied volatility funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11579-018-0211-x

Publication URI: http://dx.doi.org/10.1007/s11579-018-0211-x

Type: Journal Article/Review

Parent Publication: Mathematics and Financial Economics

Issue: 3