Tai‐Ho Wang

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN RANKINGS

Top 24,021

in Total Papers Citations

11

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (1)

Asymptotics of Implied Volatility in Local Volatility Models

Mathematical Finance, Vol. 22, Issue 4, pp. 591-620, 2012
Number of pages: 30 Posted: 23 Aug 2012
CUNY Baruch College, Northwestern University - Department of Mathmatics, University of Rome I - Department of Mathematics, Purdue University and affiliation not provided to SSRN
Downloads 0
  • Add to Cart

Abstract:

Loading...

implied volatility, local volatility, asymptotic expansion, heat kernels