From arbitrage to arbitrage-free implied volatilities

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Journal	Journal of Computational Finance
DOIs	https://doi.org/10.21314/JCF.2016.316
Publication status	Published - 2017
Externally published	Yes

Access to Document

TY - JOUR

T1 - From arbitrage to arbitrage-free implied volatilities

AU - Grzelak, L.A.

AU - Oosterlee, C.W.

PY - 2017

Y1 - 2017

UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-85010575464&partnerID=MN8TOARS

U2 - 10.21314/JCF.2016.316

DO - 10.21314/JCF.2016.316

M3 - Article

SN - 1460-1559

JO - Journal of Computational Finance

JF - Journal of Computational Finance

ER -