Hybrid Option Pricing with a Vega-Weighted Implied Standard Deviation

Paul R Lajbcygier, Andrew M Flitman, Marimuthu Palaniswami

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Other

Original language	English
Title of host publication	Business Systems Research, Vol 2
Place of Publication	Clayton Vic Australia
Publisher	Department of Business Systems
Pages	599 - 618
Number of pages	20
Publication status	Published - 1997

Cite this

@inbook{dedf361dde084c319aaeea158678d82f,

title = "Hybrid Option Pricing with a Vega-Weighted Implied Standard Deviation",

author = "Lajbcygier, {Paul R} and Flitman, {Andrew M} and Marimuthu Palaniswami",

year = "1997",

language = "English",

pages = "599 -- 618",

booktitle = "Business Systems Research, Vol 2",

publisher = "Department of Business Systems",

}