Computing the implied volatility in stochastic volatility models (Q3156847): Difference between revisions
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| Property / cites work: Application of large deviation methods to the pricing of index options in finance. / rank | |||
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| Property / cites work: An inverse parabolic problem arising in finance / rank | |||
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Revision as of 17:15, 7 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the implied volatility in stochastic volatility models |
scientific article |
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Computing the implied volatility in stochastic volatility models (English)
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12 January 2005
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