Frontiers in Quantitative Finance
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Published By John Wiley & Sons, Inc.

9781118266915, 9780470292921
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On Black-Scholes Implied Volatility at Extreme Strikes

2012 ◽  
pp. 19-45 ◽  
Author(s):  
Shalom Benaim ◽  
Peter Friz ◽  
Roger Lee
Keyword(s):  
Implied Volatility ◽  
Black Scholes

An Overview of Factor Modeling for CDO Pricing

2012 ◽  
pp. 185-216 ◽  
Author(s):  
Jean-Paul Laurent ◽  
Areski Cousin
Keyword(s):  
Cdo Pricing ◽  
Factor Modeling
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