A bias in the volatility smile (Q1621642): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Rmpfr / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11147-016-9124-0 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2432255368 / rank | |||
Normal rank | |||
Latest revision as of 23:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bias in the volatility smile |
scientific article |
Statements
A bias in the volatility smile (English)
0 references
9 November 2018
0 references
Black-Scholes-Merton model
0 references
option pricing
0 references
implied volatility
0 references
volatility
0 references
volatility smile
0 references
computational finance
0 references
algorithmic finance
0 references
options
0 references
