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Volatility surfaces: theory, rules of thumb, and empirical evidence 

Authors: Toby Daglish ^a;  John Hull ^b; Wulin Suo ^c

Affiliations:	a School of Economics and Finance, Victoria University of Wellington, New Zealand
	b Rotman School of Management, University of Toronto, Canada
	c School of Business, Queen's University, Canada

DOI: 10.1080/14697680601087883

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 7, Issue 5 October 2007 , pages 507 - 524

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

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

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