Empirical performance of a spline-based implied volatility surface
- 期刊名称Journal of Derivatives & Hedge Funds
- 作者Orosi, Greg
- 卷第18卷
- 期第4期
- 印刷ISSN1753-9641
- 电子ISSN1753-965X
- 文件大小206.89KB
- 发表时间2012-11
- DOI10.1057/jdhf.2012.1
- 页码361-376
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