Implied non-recombining trees and calibration for the volatility smile

Authors: Chris Charalambous ^a; Nicos Christofides ^b; Eleni D. Constantinide ^a; Spiros H. Martzoukos ^a

Affiliations:	^a Department of Business Administration, University of Cyprus, CY, 1678 Nicosia, Cyprus
	^b Centre for Quantitative Finance, Imperial College, London, UK

DOI: 10.1080/14697680701488692

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 7, Issue 4 August 2007 , pages 459 - 472

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

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