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https://ir.iimcal.ac.in:8443/jspui/handle/123456789/2997Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dutta, Tridibesh | |
| dc.contributor.author | Ghosh, Alankar | |
| dc.date.accessioned | 2021-08-27T07:27:03Z | |
| dc.date.available | 2021-08-27T07:27:03Z | |
| dc.date.issued | 2010-04 | |
| dc.identifier.issn | 0304-0941(print version) | |
| dc.identifier.uri | https://ir.iimcal.ac.in:8443/jspui/handle/123456789/2997 | |
| dc.description | Tridibesh Dutta and Alankar Ghosh work at BrainMatics Solutions Pvt. Ltd., Mumbai, India. | |
| dc.description | p.57-72 | |
| dc.description | April, 2010 | |
| dc.description | Issue Editor - Rohit Verman | |
| dc.publisher | Indian Institute of Management Calcutta, Kolkata | |
| dc.relation.ispartofseries | Vol.37;No.1 | |
| dc.title | Calibrating Arbitrage Free Implied Volatility Surface with Embedded Put- Call Parity | |
| dc.type | Article | |
| 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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