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Brummelhuis, Raymond

  1. Determining the implied volatility in the Dupire equation for vanilla European call options
    2013/01/31 by Mourad Bellassoued, Raymond Brummelhuis, Bellassoued, Mourad +6 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #Capital Investment and Risk Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #math.AP