Please use this identifier to cite or link to this item:
https://ir.iimcal.ac.in:8443/jspui/handle/123456789/2997| 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. p.57-72 April, 2010 Issue Editor - Rohit Verman |
| URI: | https://ir.iimcal.ac.in:8443/jspui/handle/123456789/2997 |
| ISSN: | 0304-0941(print version) |
| Appears in Collections: | Issue 1, April 2010 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Calibrating Arbitrage free implied volatility surface.pdf Until 2027-03-31 | 904.46 kB | Adobe PDF | View/Open Request a copy |
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