Coenraad Labuschagne

University of the Witwatersrand

1 Jan Smuts Avenue

Johannesburg, Gauteng 2000

South Africa

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Scholarly Papers (1)

1.

Arbitrage-Free Implied Volatility Surfaces for Options on Single Stock Futures

North American Journal of Economics and Finance, Forthcoming
Posted: 10 Jan 2013
Antonie Kotze, Coenraad Labuschagne, Merrell Nair and Nadine Padayachi
Financial Chaos Theory, University of the Witwatersrand, ABSA Capital Bank and University of the Witwatersrand

Abstract:

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Volatility surface, options on single stock futures, quadratic deterministic function