Hybrid Option Pricing with an Optimal Weighted Implied Standard Deviation

Paul Richard Lajbcygier, Andrew M Flitman, Marimuthu Palaniswami

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Commerce Complexity and Evolution
Place of Publication	New York NY USA
Publisher	Cambridge University Press
Pages	191 - 211
Number of pages	21
ISBN (Print)	0521620309
Publication status	Published - 2000

Cite this

@inbook{3558f86ec48448019967c50e2628ec91,

title = "Hybrid Option Pricing with an Optimal Weighted Implied Standard Deviation",

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

year = "2000",

language = "English",

isbn = "0521620309",

pages = "191 -- 211",

booktitle = "Commerce Complexity and Evolution",

publisher = "Cambridge University Press",

address = "United Kingdom",

}