Cristian Homescu
- Implied Volatility Surface: Construction Methodologies and Characteristics
2011/07/10 by Cristian Homescu, Homescu, Cristian · 1 citation
Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #q-fin.CP #q-fin.PR