Title of article
Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
Author/Authors
Carol Alexander، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
24
From page
2957
To page
2980
Keywords
Normal variance mixtures , Termstructure of option prices , Local volatility , Stochastic Volatility , Volatility uncertainty , Smile consistent models
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193669
Link To Document