A new representation of the local volatility surface

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.

Digital Object Identifier (doi)

• 10.1142/S0219024908004993

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

UOW Authors

•   Rodrigo, Marianito R.
•   Mamon, Rogemar S. (external author)

Publication Date

• 2008

Has Subject Area

• 0899 - OTHER INFORMATION AND COMPUTING SCIENCES

Published In

• International Journal of Theoretical and Applied Finance  Journal

Geographic Focus

• Canada  Country
• Mexico  Country

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.

Digital Object Identifier (doi)

• 10.1142/S0219024908004993

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