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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)
Article Requests: Order Reprints : Request Permissions

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