Search Results - "uncertain volatility"

  • Showing 1 - 1 results of 1
Refine Results
  1. 1
    Option pricing via maximization over uncertainty and correction of volatility smile

    Option pricing via maximization over uncertainty and correction of volatility smile by Dokuchaev, Nikolai

    Published 2011
    Subjects: “…uncertain volatility…”
    Get full text

Search Tools: