The Smile of Stochastic Volatility Models

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Options — 45 Years since the Publication of the Black–Scholes–Merton Model
Subtitle of host publication	The Gershon Fintech Center Conference
Publisher	World Scientific Publishing Co.
Pages	213-234
Number of pages	22
ISBN (Electronic)	9789811259142
ISBN (Print)	9789811255861
DOIs	https://doi.org/10.1142/9789811259142_0012
Publication status	Published - 1 Jan 2022
Externally published	Yes

Access to Document

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title = "The Smile of Stochastic Volatility Models",

author = "J. Guyon",

year = "2022",

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publisher = "World Scientific Publishing Co.",

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BT - Options — 45 Years since the Publication of the Black–Scholes–Merton Model

PB - World Scientific Publishing Co.

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