Estimation of local volatilities in a generalized Black–Scholes model
Work
Year: 2004
Type: article
Authors Chung-Ki Cho, Taekkeun Kim, Yonghoon Kwon
Cites: 15
Cited by: 15
Related to: 10
FWCI:
Citation percentile (by year/subfield): 80.9
Subfield: Finance
Domain: Social Sciences
Open Access status: closed