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

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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
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  Data: <searchLink fieldCode="AR" term="%22Spadafora%2C+L%2E%22">Spadafora, L.</searchLink><i> l.spadafora@dmf.unicatt.it</i><br /><searchLink fieldCode="AR" term="%22Berman%2C+G%2E+P%2E%22">Berman, G. P.</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Borgonovi%2C+F%2E%22">Borgonovi, F.</searchLink><relatesTo>2</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22European+Physical+Journal+B%3A+Condensed+Matter%22">European Physical Journal B: Condensed Matter</searchLink>. Jan2011, Vol. 79 Issue 1, p47-53. 7p.
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        Value: 10.1140/epjb/e2010-10305-8
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        Text: English
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