Bachem, Olivier; Drimus, Gabriel; Farkas, Walter (2013). Smooth and Bid-Offer Compliant Volatility Surfaces Under General Dividend Streams. Quantitative Finance, 13(11):1801-1812.
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 03 Faculty of Economics > Department of Banking and Finance |
| Dewey Decimal Classification: | 330 Economics |
| Scopus Subject Areas: | Social Sciences & Humanities > Finance
Social Sciences & Humanities > General Economics, Econometrics and Finance |
| Language: | English |
| Date: | 2013 |
| Deposited On: | 14 Oct 2014 13:14 |
| Last Modified: | 24 Jan 2022 04:50 |
| Publisher: | Taylor & Francis Inc. |
| ISSN: | 1469-7688 |
| OA Status: | Closed |
| 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 |
Bachem, Olivier