Arbitrage-free conditions for implied volatility surface by Delta

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Bibliographische Detailangaben
Veröffentlicht in:	The North American journal of economics and finance
1. Verfasser:	Wang, Ximei (VerfasserIn)
Weitere Verfasser:	Zhao, Yanlong (VerfasserIn), Bao, Ying (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2019
Schlagworte:	Arbitrage-free condition > Deltas > Foreign exchange market > Implied volatility surface > Aufsatz in Zeitschrift
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