search query: @author Derman, E. / total: 3
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1.
The local volatility surface: unlocking the information in index option prices
Financial Analysts' Journal
1996 : JUL-AUG, VOL. 52:4, p. 25-36
 1996 Derman, E.
Kani, I.
Zou, J.
2.
Enhanced numerical methods for options with barriers
Financial Analysts' Journal
1995 : NOV-DEC, VOL. 51:6, p. 65-74
 1995 Derman, E.
3.
A one-factor model of interest rates and its application to treasury bond options.
Financial Analysts' Journal
1990 : JAN/FEB, VOL. 46:1, p. 33-39
 1990 Black, F.
Derman, E.
Toy, W.
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