Skip to main content

A new representation of the local volatility surface

Journal Article


Abstract


Publication Date


  • 2008

Citation


  • Rodrigo, M. R. & Mamon, R. S. (2008). A new representation of the local volatility surface. International Journal of Theoretical and Applied Finance, 11 (7), 691-703.

Scopus Eid


  • 2-s2.0-57249114595

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/3833

Number Of Pages


  • 12

Start Page


  • 691

End Page


  • 703

Volume


  • 11

Issue


  • 7

Abstract


Publication Date


  • 2008

Citation


  • Rodrigo, M. R. & Mamon, R. S. (2008). A new representation of the local volatility surface. International Journal of Theoretical and Applied Finance, 11 (7), 691-703.

Scopus Eid


  • 2-s2.0-57249114595

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/3833

Number Of Pages


  • 12

Start Page


  • 691

End Page


  • 703

Volume


  • 11

Issue


  • 7