Work

The Volatility Surface: A Practitioner's Guide

Year: 2006

Type: article

Author: Jim Gatheral

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W297795963

FWCI: 37.43

Cites:

Cited by: 735

Related to: 10