1 results
Convergence of At-The-Money Implied Volatilities to the Spot Volatility
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 542-550
- Print publication:
- June 2008
-
- Article
-
- You have access
- Export citation