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Iraj Kani · Study
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Author
Iraj Kani
5 works
· latest 1998
· 1 institutions
cluster: provisional
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Citations
781
Works here
5
95
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98
Most cited in this library
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
1998 · 256 citations
Static Options Replication
1995 · 191 citations
Implied Trinomial Tress of the Volatility Smile
1996 · 142 citations
The Local Volatility Surface: Unlocking the Information in Index Option Prices
1996 · 132 citations
Enhanced Numerical Methods for Options with Barriers
1995 · 60 citations
Works
5 shown
Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
International Journal of Theoretical and Applied Finance
·
1998
·
2 authors
256
citations
The Local Volatility Surface: Unlocking the Information in Index Option Prices
Financial Analysts Journal
·
1996
·
3 authors
132
citations
Implied Trinomial Tress of the Volatility Smile
The Journal of Derivatives
·
1996
·
3 authors
142
citations
Enhanced Numerical Methods for Options with Barriers
Financial Analysts Journal
·
1995
·
4 authors
60
citations
Static Options Replication
The Journal of Derivatives
·
1995
·
3 authors
191
citations