On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.

Jandačka, Martin; Ševčovič, Daniel

Journal of Applied Mathematics (2005)

  • Volume: 2005, Issue: 3, page 235-258
  • ISSN: 1110-757X

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Jandačka, Martin, and Ševčovič, Daniel. "On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.." Journal of Applied Mathematics 2005.3 (2005): 235-258. <http://eudml.org/doc/53680>.

@article{Jandačka2005,
author = {Jandačka, Martin, Ševčovič, Daniel},
journal = {Journal of Applied Mathematics},
language = {eng},
number = {3},
pages = {235-258},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.},
url = {http://eudml.org/doc/53680},
volume = {2005},
year = {2005},
}

TY - JOUR
AU - Jandačka, Martin
AU - Ševčovič, Daniel
TI - On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.
JO - Journal of Applied Mathematics
PY - 2005
PB - Hindawi Publishing Corporation, New York
VL - 2005
IS - 3
SP - 235
EP - 258
LA - eng
UR - http://eudml.org/doc/53680
ER -

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