Computing the implied volatility in stochastic volatility models

被引：92
|
作者：
Berestycki, H
Busca, J
Florent, I
机构：
[1] Ecole Hautes Etudes & Sci Sociales, CAMS, F-75270 Paris 06, France
[2] CNRS, F-75700 Paris 16, France
[3] Univ Paris 09, F-75775 Paris 16, France
来源：
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS | 2004年 / 57卷 / 10期
关键词：
D O I：
10.1002/cpa.20039
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
[No abstract available]
引用
收藏
页码：1352 / 1373
页数：22
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