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Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams


Bachem, Olivier; Drimus, Gabriel G; Farkas, W (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.

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Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2013
Deposited On:14 Oct 2014 13:14
Last Modified:05 Apr 2016 18:24
Publisher:Taylor & Francis Inc.
ISSN:1469-7688
Publisher DOI:https://doi.org/10.1080/14697688.2013.842652
Official URL:http://www.tandfonline.com/doi/abs/10.1080/14697688.2013.842652#.VCLgBBa4QrM
Other Identification Number:merlin-id:7942

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