Term structures of implied volatilities
Absence of arbitrage and existence results
Metadata only
Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Mathematical FinanceVolume
Pages / Article No.
Publisher
Wiley-BlackwellSubject
implied volatility; market model; drift restrictions; infinite SDE systemOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Manuscript received December 2005, Final revision received September 2006, Published Online Dec 13 2007.More
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ETH Bibliography
yes
Altmetrics