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Volatility surfaces: theory, rules of thumb, and empirical evidence

Quantitative Finance, 7(5): 507--524, 2007.
Authors: Toby Daglish and John Hull and Wulin Suo
URL: http://www.informaworld.com/10.1080/14697680601087883
Tags: imported
| URL | BibTeX  
@article{Daglish2007,
title = {Volatility surfaces: theory, rules of thumb, and empirical evidence},
author = {Toby Daglish and John Hull and Wulin Suo},
journal = {Quantitative Finance},
number = {5},
pages = {507--524},
publisher = {Routledge},
url = {http://www.informaworld.com/10.1080/14697680601087883},
volume = {7},
year = {2007},
issn = {1469-7688},
keywords = {imported }
}