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Schönbucher, Philipp J. (1999) A market model for stochastic implied volatility. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2071-2092 doi:10.1098/rsta.1999.0418

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Reference TypeJournal (article/letter/editorial)
TitleA market model for stochastic implied volatility
JournalPhilosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
AuthorsSchönbucher, Philipp J.Author
Year1999 (August)Volume357
Issue1758
PublisherThe Royal Society
DOIdoi:10.1098/rsta.1999.0418Search in ResearchGate
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Mindat Ref. ID659628Long-form Identifiermindat:1:5:659628:0
GUID0
Full ReferenceSchönbucher, Philipp J. (1999) A market model for stochastic implied volatility. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2071-2092 doi:10.1098/rsta.1999.0418
Plain TextSchönbucher, Philipp J. (1999) A market model for stochastic implied volatility. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 357 (1758) 2071-2092 doi:10.1098/rsta.1999.0418
In(1999, August) Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences Vol. 357 (1758) The Royal Society

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