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Dynamics of implied volatility surfaces

Quantitative Finance, 2(1): 45--60, 2002.
Authors: Rama Cont and Jos{\'E} da Fonseca
URL: http://www.informaworld.com/10.1088/1469-7688/2/1/304
Tags: imported
| URL | BibTeX  
@article{Cont2002a,
title = {Dynamics of implied volatility surfaces},
author = {Rama Cont and Jos{\'E} da Fonseca},
journal = {Quantitative Finance},
number = {1},
pages = {45--60},
publisher = {Routledge},
url = {http://www.informaworld.com/10.1088/1469-7688/2/1/304},
volume = {2},
year = {2002},
issn = {1469-7688},
keywords = {imported }
}