Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (Q3055866): Difference between revisions

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Latest revision as of 11:07, 19 April 2024

scientific article
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Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
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    Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (English)
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    10 November 2010
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    call and put pricing functions
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    implied volatility
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    asymptotic formulas, Pareto-type distributions
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    regularly varying functions
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