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

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

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

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