informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 2 Issue 1       Subscribe       Article       References       Cited By       Related articles      
Publisher Logo Publication Cover
Search within this journal

Asymptotics and calibration of local volatility models 

Authors: H. Berestycki a;  J. Busca b; I. Florent c
Affiliations:   a CAMS, Ecole des Hautes Eacutetudes en Sciences Sociales, Raspail, Paris Cedex 06, France
b Ceremade, Universiteacute Paris Dauphine, Ny Munkegade, Paris Cedex 06, France
c HSBC-CCF, Paris Cedex 08, France
DOI: 10.1088/1469-7688/2/1/305
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 2, Issue 1 February 2002 , pages 61 - 69
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions

Related Articles

2 results ordered by relevance
select-down Click for help
result, 978-1-58488-413-2
result, 978-1-58488-413-2
select-up
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc

Sorry, there's a problem!

There is a problem that means we can't complete delivery of this page.

This has been logged and will be resolved post haste.

Please contact support@informaworld.com for further information.

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc