DC Field | Value | Language |
---|---|---|
dc.contributor.author | Choi J. | ko |
dc.contributor.author | Kim K. | ko |
dc.contributor.author | Kwak M. | ko |
dc.date.accessioned | 2013-03-08T15:32:35Z | - |
dc.date.available | 2013-03-08T15:32:35Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 2009-06 | - |
dc.identifier.citation | APPLIED MATHEMATICAL FINANCE, v.16, no.3, pp.261 - 268 | - |
dc.identifier.issn | 1350-486X | - |
dc.identifier.uri | http://hdl.handle.net/10203/93426 | - |
dc.language | English | - |
dc.publisher | Chapman & Hall | - |
dc.title | Numerical approximation of the implied volatility under arithmetic brownian motion | - |
dc.type | Article | - |
dc.identifier.scopusid | 2-s2.0-70449646474 | - |
dc.type.rims | ART | - |
dc.citation.volume | 16 | - |
dc.citation.issue | 3 | - |
dc.citation.beginningpage | 261 | - |
dc.citation.endingpage | 268 | - |
dc.citation.publicationname | APPLIED MATHEMATICAL FINANCE | - |
dc.contributor.localauthor | Kim K. | - |
dc.contributor.nonIdAuthor | Choi J. | - |
dc.contributor.nonIdAuthor | Kwak M. | - |
dc.subject.keywordAuthor | Arithmetic Brownian motion | - |
dc.subject.keywordAuthor | Basis point volatility | - |
dc.subject.keywordAuthor | Closed form approximation | - |
dc.subject.keywordAuthor | Normal implied volatility | - |
dc.subject.keywordAuthor | Rational approximation | - |
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