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Finance / Investment / Volatility smile / Local volatility / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Foreign-exchange option / Financial economics / Mathematical finance / Options


Journal of Banking & Finance[removed]–2980 www.elsevier.com/locate/econbase
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Document Date: 2009-12-05 08:15:55

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Company

Cox / Coleman / Ó 2003 Elsevier B.V. / Goldman Sachs / /

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Facility

University of Reading / /

Holiday

Assumption / /

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multinomial mixing law / nite difference solution / bank / law k1 / law ½k1 / /

Organization

School of Business / University of Reading / ISMA Centre / /

Person

Emanuel Derman / Carol Alexander / /

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Position

rt / /

Technology

ATM / simulation / /

URL

www.elsevier.com/locate/econbase / /

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