R. Sircar's work partially supported by NSF grant DMS-0807440, and S. Sturm's work partially supported by NSF grant DMS-0739195. S. Sturm completed this work while Postdoctoral Research Associate at Princeton University.
FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES
Version of Record online: 2 NOV 2012
© 2012 Wiley Periodicals, Inc.
Volume 25, Issue 2, pages 400–425, April 2015
How to Cite
Sircar, R. and Sturm, S. (2015), FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES. Mathematical Finance, 25: 400–425. doi: 10.1111/mafi.12015
- Issue online: 2 MAR 2015
- Version of Record online: 2 NOV 2012
- Manuscript Accepted: JUL 2012
- Manuscript Received: JUL 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!