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, Tome 2005 (2005), p. 235-258 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1155/JAM.2005.235
EUDML-ID : urn:eudml:doc:53680 
@article{05038259,
     title = {On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.},
     journal = {Journal of Applied Mathematics},
     volume = {2005},
     year = {2005},
     pages = {235-258},
     doi = {10.1155/JAM.2005.235},
     zbl = {1128.91025},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05038259}
}

Jandačka, Martin; Ševčovič, Daniel. On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.. Journal of Applied Mathematics, Tome 2005 (2005) pp. 235-258. doi : 10.1155/JAM.2005.235. http://gdmltest.u-ga.fr/item/05038259/