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College of Engineering(공과대학)Dept. of Nuclear and Quantum Engineering(원자력및양자공학과)NE-Journal Papers(저널논문)

Numerical approximation of the implied volatility under arithmetic brownian motion

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Choi J. / Kim K.researcher / Kwak M.
Publisher
Chapman & Hall
Issue Date
2009-06
Language
English
Citation

APPLIED MATHEMATICAL FINANCE, v.16, no.3, pp.261 - 268

ISSN
1350-486X
URI
http://hdl.handle.net/10203/93426
Appears in Collection
RIMS Journal Papers
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