Browsing by Author Platen, Eckhard
Showing results 4 to 5 of 5
Pricing of index options under a minimal market model with log-normal scaling
Author(s) | Heath, David; Platen, Eckhard |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
Understanding the Implied Volatility Surface for Options on a Diversified Index
Author(s) | Heath, David; Platen, Eckhard |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
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