Click here for immediate access to the latest key research articles

Local volatility function models under a benchmark approach 

Authors: David Heath ^a; Eckhard Platen ^a

Affiliation:

a University of Technology Sydney, School of Finance and Economics and Department of Mathematical Sciences, NSW 2007, Australia

DOI: 10.1080/14697680600699787

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 6, Issue 3 June 2006 , pages 197 - 206

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Linking to informaworld

Article Link

To link directly to Local volatility function models under a benchmark approach:

Issue Link

To link directly to Quantitative Finance, Volume 6 No. 3:

Journal Link

To link directly to Quantitative Finance: