Work

Displaced and Mixture Diffusions for Analytically-Tractable Smile Models

Year: 2002

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-12429-1_8

Authors: Damiano Brigo, Fabio Mercurio

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W8706277

FWCI: 12.08

Cites: 37

Cited by: 49

Related to: 10