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Title: Calibrating Arbitrage Free Implied Volatility Surface with Embedded Put- Call Parity
Authors: Dutta, Tridibesh
Ghosh, Alankar
Issue Date: Apr-2010
Publisher: Indian Institute of Management Calcutta, Kolkata
Series/Report no.: Vol.37;No.1
Description: Tridibesh Dutta and Alankar Ghosh work at BrainMatics Solutions Pvt. Ltd., Mumbai, India.
April, 2010
Issue Editor - Rohit Verman
ISSN: 0304-0941(print version)
Appears in Collections:Issue 1, April 2010

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