View in EDS PDF Full Text

Adiabaticity conditions for volatility smile in Black-Scholes pricing model.

Saved in:
Bibliographic Details
Title: Adiabaticity conditions for volatility smile in Black-Scholes pricing model.
Authors: Spadafora, L. l.spadafora@dmf.unicatt.it, Berman, G. P.1, Borgonovi, F.2
Source: European Physical Journal B: Condensed Matter. Jan2011, Vol. 79 Issue 1, p47-53. 7p.
Database: Academic Search Ultimate
Description
ISSN:14346028
DOI:10.1140/epjb/e2010-10305-8