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Model-Free Implied Volatility : From Surface to Index
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- ISHIDA Isao
- The University of Tokyo
Bibliographic Information
- Title
- Model-Free Implied Volatility : From Surface to Index
- Author
- Masaaki Fukasawa, Isao Ishida, Nabil Maghrebi, Kosuke Oya, Masato Ubukata, Kazutoshi Yamazaki
Journal
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- International Journal of Theoretical and Applied Finance (forthcoming)
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International Journal of Theoretical and Applied Finance (forthcoming)
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Details 詳細情報について
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- CRID
- 1010000782042467328
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- Article Type
- journal article
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- Data Source
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- KAKEN
