【作者(必填)】Lech A. Grzelak and Cornelis W. Oosterlee

【文题(必填)】From arbitrage to arbitrage-free implied volatilities
【年份(必填)】2017

【全文链接或数据库名称(选填)】Journal of Computational Finance

• VOLUME 20, NUMBER 3 (FEBRUARY 2017)

• PAGES:

  31-49

• DOI:

  10.21314/JCF.2016.316