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Valuation of volatility derivatives as an inverse problem.

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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
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  Data: <searchLink fieldCode="AR" term="%22Friz%2C+Peter%22">Friz, Peter</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> peter.k.friz@statslab.cam.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Gatheral%2C+Jim%22">Gatheral, Jim</searchLink><relatesTo>1</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Finance%22">Quantitative Finance</searchLink>. Dec2005, Vol. 5 Issue 6, p531-542. 12p. 7 Graphs.
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        Value: 10.1080/14697680500362452
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      – Code: eng
        Text: English
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        PageCount: 12
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              Text: Dec2005
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              Y: 2005
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