Riding on the smiles
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Publication:2866376
DOI10.1080/14697688.2011.615218zbMath1277.91176OpenAlexW3123180977MaRDI QIDQ2866376
Martino Grasselli, José Da Fonseca
Publication date: 13 December 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.615218
Numerical methods (including Monte Carlo methods) (91G60) Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)
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