"Implied Volatility in Strict Local Martingale Models."

Antoine Jacquier, Martin Keller-Ressel (2018)

> Home

Details and statistics

DOI: 10.1137/16M1069651

access: closed

type: Journal Article

metadata version: 2020-03-27

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/JacquierK18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/JacquierK18
Antoine Jacquier, Martin Keller-Ressel:
Implied Volatility in Strict Local Martingale Models. SIAM J. Financial Math. 9(1): 171-189 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.