Testing the local volatility assumption: a statistical approach
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
February 2012
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| In: |
Annals of finance
Year: 2012, Volume: 8, Issue: 1, Pages: 31-48 |
| ISSN: | 1614-2454 |
| DOI: | 10.1007/s10436-011-0180-z |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1007/s10436-011-0180-z Verlag, Volltext: http://link.springer.com/10.1007/s10436-011-0180-z 
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| Author Notes: | Mark Podolskij, Mathieu Rosenbaum |
| Item Description: | Gesehen am 03.05.2018 |
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| Physical Description: | Online Resource |
| ISSN: | 1614-2454 |
| DOI: | 10.1007/s10436-011-0180-z |