View in EDS HTML Full Text PDF Full Text

Valuation of volatility derivatives as an inverse problem.

Saved in:
Bibliographic Details
Title: Valuation of volatility derivatives as an inverse problem.
Authors: Friz, Peter1 (AUTHOR) peter.k.friz@statslab.cam.ac.uk, Gatheral, Jim1 (AUTHOR)
Source: Quantitative Finance. Dec2005, Vol. 5 Issue 6, p531-542. 12p. 7 Graphs.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:14697688
DOI:10.1080/14697680500362452