Publication: Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams
Date
Date
Date
2013
Journal Article
Published version
Citations
Bachem, O., Drimus, G., & Farkas, W. (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11), 1801–1812. https://doi.org/10.1080/14697688.2013.842652
Additional indexing
Creators (Authors)
Volume
Volume
Volume
13
Number
Number
Number
11
Page range/Item number
Page range/Item number
Page range/Item number
1801
Page end
Page end
Page end
1812
Item Type
Item Type
Item Type
Journal Article
In collections
Scope
Scope
Scope
Discipline-based scholarship (basic research)
Language
Language
Language
English
Publication date
Publication date
Publication date
2013
Date available
Date available
Date available
2014-10-14
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
1469-7688
OA Status
OA Status
OA Status
Closed
Free Access at
Free Access at
Free Access at
Unspecified
Publisher DOI
Other Identification Number
Other Identification Number
Other Identification Number
merlin-id:7942
Official URL
Official URL
Official URL
Citations
Bachem, O., Drimus, G., & Farkas, W. (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11), 1801–1812. https://doi.org/10.1080/14697688.2013.842652
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