Work

Local volatility function models under a benchmark approach

Year: 2006

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697680600699787

Authors: David Heath, Eckhard Platen

Institution: University of Technology Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1524485398

FWCI: 3.403

Cites: 30

Cited by: 35

Related to: 10