Curve Fitting Method for Implied Volatility

被引：1

作者：

Wu, Desheng ^{[1
,2
]}

Liu, Tianxiang ^{[1
,3
]}

机构：

[1] Univ Chinese Acad Sci, Sch Econ & Management, Beijing, Peoples R China

[2] Stockholm Univ, Stockholm, Sweden

[3] Ind & Commercial Bank China, Asset Management Dept, Beijing, Peoples R China

来源：

JOURNAL OF DERIVATIVES | 2018年 / 26卷 / 02期

基金：

中国国家自然科学基金;

关键词：

TERM STRUCTURE; OPTIONS;

D O I：

10.3905/jod.2018.26.2.019

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：19 / 37

页数：19

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