Calibrating Arbitrage Free Implied Volatility Surface with Embedded Put Call Parity

By: Material type: ArticleArticleLanguage: ENG Series: ; 37Publication details: April 2010 0Edition: 1Description: 57-72 PpSubject(s): DDC classification:
  •  Dut
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Item type Current library Call number Status Date due Barcode
Articles Articles Main Library Dut (Browse shelf(Opens below)) Available AR11762

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