Show simple item record

Implied non-recombining trees and calibration for the volatility smile

dc.contributor.authorCharalambous, Chrisen
dc.contributor.authorChristofides, Nicosen
dc.contributor.authorConstantinide, Eleni D.en
dc.contributor.authorMartzoukos, Spiros H.en
dc.creatorCharalambous, Chrisen
dc.creatorChristofides, Nicosen
dc.creatorConstantinide, Eleni D.en
dc.creatorMartzoukos, Spiros H.en
dc.date.accessioned2019-04-24T06:29:23Z
dc.date.available2019-04-24T06:29:23Z
dc.date.issued2007
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/46693en
dc.language.isoengen
dc.sourceQuantitative Financeen
dc.titleImplied non-recombining trees and calibration for the volatility smileen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1080/14697680701488692
dc.description.volume7
dc.description.startingpage459
dc.description.endingpage472
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
dc.type.uhtypeArticleen
dc.contributor.orcidMartzoukos, Spiros H. [0000-0002-4040-3096]
dc.description.totalnumpages459-472
dc.gnosis.orcid0000-0002-4040-3096


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record