Work

Implied and Local Volatilities Under Stochastic Volatility

Year: 2001

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024901000870

Author: ROGER W. LEE

Institution: Stanford University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1977477884

FWCI: 4.542

Cites: 53

Cited by: 74

Related to: 10