Author: Iain J. Clark

Additional References

1. Beneder, R. and Elkenbracht-Huizung (2003) Foreign Exchange Options and the Volatility Smile. Medium Econometrische Toepassingen (Voorjaar), 11 (2), 30-36.
2. Tan, C. C. (2012) Market Practice in Financial Modelling. World Scientific, Singapore.