A PDE method for estimation of implied volatility
Work
Year: 2019
Type: article
Source: Quantitative Finance
Authors Ivan Matić, Radoš Radoičić, Dan Stefanica
Institution Baruch College
Cites: 48
Cited by: 6
Related to: 10
FWCI: 1.567
Citation percentile (by year/subfield): 72.32
Subfield: Finance
Domain: Social Sciences
Open Access status: closed