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 proceedingChapter (Book)Researchpeer-review

    Original languageEnglish
    Title of host publicationCommerce Complexity and Evolution
    Place of PublicationNew York NY USA
    PublisherCambridge University Press
    Pages191 - 211
    Number of pages21
    ISBN (Print)0521620309
    Publication statusPublished - 2000

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