Open AccessComparing Implied Volatility of B-S Model and Dupire Style Local Volatility in Option Pricing
Author(s) -
Son Pando,
최칠선
Publication year - 2016
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2016.15.2.007
Subject(s) - implied volatility , local volatility , volatility (finance) , economics , volatility smile , econometrics , forward volatility , financial economics