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. |
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| 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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