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Testing the local volatility assumption: a statistical approach

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Bibliographische Detailangaben
Hauptverfasser: Podolskij, Mark (VerfasserIn) , Rosenbaum, Mathieu (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: February 2012
In: Annals of finance
Year: 2012, Jahrgang: 8, Heft: 1, Pages: 31-48
ISSN:1614-2454
DOI:10.1007/s10436-011-0180-z
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1007/s10436-011-0180-z
Verlag, Volltext: http://link.springer.com/10.1007/s10436-011-0180-z
Volltext
Verfasserangaben:Mark Podolskij, Mathieu Rosenbaum

MARC

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