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Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects

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Alexander, C. (2004) Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2003.10.017

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20564
Identification Number/DOI 10.1016/j.jbankfin.2003.10.017
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Elsevier
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Download
Full text not archived in this repository.
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