Implied Lévy volatility

J.M. Corcuera; F.M.Y. Guillaume; P. Leoni; W. Schoutens

doi:10.1080/14697680902965548

Implied Lévy volatility

J.M. Corcuera
, F.M.Y. Guillaume
, P. Leoni
, W. Schoutens

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

19 Citaten (Scopus)

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This Article does not have an abstract.

Originele taal-2	Engels
Pagina's (van-tot)	383-393
Tijdschrift	Quantitative Finance
Volume	9
Nummer van het tijdschrift	4
DOI's	https://doi.org/10.1080/14697680902965548
Status	Gepubliceerd - 2009

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10.1080/14697680902965548

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title = "Implied L{\'e}vy volatility",

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T1 - Implied Lévy volatility

AU - Corcuera, J.M.

AU - Guillaume, F.M.Y.

AU - Leoni, P.

AU - Schoutens, W.

PY - 2009

Y1 - 2009

N2 - This Article does not have an abstract.

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DO - 10.1080/14697680902965548

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JF - Quantitative Finance

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Implied Lévy volatility

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