Work

Smile Dynamics IV

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1520443

Author: Lorenzo Bergomi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2104806592

Cites: 6

Cited by: 107

Related to: 10