Improved differential approach to computing implied volatility - Implied volatility surface model

被引：0
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作者：
Zhang, Ai-Ling [1 ]
Wu, Chong-Feng [1 ]
机构：
[1] Antai College of Economics and Management, Shanghai Jiaotong Univ., Shanghai 200052, China
来源：
Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University | 2007年 / 41卷 / 12期
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页码：1985 / 1989
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