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 7 Issue 4       Subscribe       Article       References       Related articles      
Publisher Logo Publication Cover
Search within this journal

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

References

This article has 26 references. You must have access to this article in order to view its references.

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