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
收藏
页码：19 / 37
页数：19
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