PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00379.x / rank | |||
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| Property / OpenAlex ID: W1967918160 / rank | |||
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| Property / cites work | |||
| Property / cites work: IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY / rank | |||
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| Property / cites work: THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES / rank | |||
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| Property / cites work | |||
| Property / cites work: Barrier options and their static hedges: simple derivations and extensions / rank | |||
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| Property / cites work: OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL / rank | |||
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Latest revision as of 05:55, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS |
scientific article |
Statements
PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (English)
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7 December 2009
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put-call symmetry
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volatility smile
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local volatility
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stochastic volatility
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time-changed Lévy process
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barrier option
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semistatic hedging
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