On martingale diffusions describing the "smile-effect" for implied volatilities

Bartels, Hans-Jochen

DOI:	https://doi.org/10.1002/(SICI)1526-4025(200001/03)16:1
URL:	http://dx.doi.org/10.1002/(SICI)1526-4025(200001/0...
Additional URL:	https://www.researchgate.net/publication/246864388
Document Type:	Article
Year of publication:	2000
The title of a journal, publication series:	Applied Stochastic Models in Business and Industry
Volume:	16
Issue number:	1
Page range:	1-9
Place of publication:	Chichester
Publishing house:	Wiley
ISSN:	1524-1904
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Versicherungsmathematik (Bartels 1999-, Em)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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