On decoupling of volatility smile and term structure in inverse option pricing
Work
Year: 2006
Type: article
Source: Inverse Problems
Authors Herbert Egger, Torsten Hein, Bernd Hofmann
Institutions RWTH Aachen University, Chemnitz University of Technology
Cites: 27
Cited by: 38
Related to: 10
FWCI: 3.083
Citation percentile (by year/subfield): 92.78
Subfield: Finance
Domain: Social Sciences
Open Access status: closed