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 proceedingChapter (Book)Other

    Original languageEnglish
    Title of host publicationBusiness Systems Research, Vol 2
    Place of PublicationClayton Vic Australia
    PublisherDepartment of Business Systems
    Pages599 - 618
    Number of pages20
    Publication statusPublished - 1997

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