Work

The equity option volatility smile: an implicit finite-difference approach

Year: 1997

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.1997.009

Authors: Leif Andersen, Rupert Brotherton-Ratcliffe

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W33494981

FWCI: 9.683

Cites:

Cited by: 199

Related to: 10