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"Volatility Surface Calibration In Illiquid Market Environment."

László Nagy, Mihaly Ormos (2017)

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DOI: 10.7148/2017-0148

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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  dblp key:
  - conf/ecms/NagyO17
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  - https://dblp.org/rec/conf/ecms/NagyO17
László Nagy, Mihaly Ormos:
Volatility Surface Calibration In Illiquid Market Environment. ECMS 2017: 148-152

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