The Normalizing Transformation Of The Implied Volatility Smile
Work
Year: 2011
Type: article
Source: Mathematical Finance
Author Masaaki Fukasawa
Institution Osaka University
Cites: 6
Cited by: 39
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 91.92
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed