PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Barrier options and their static hedges: simple derivations and extensions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL / rank | |||
Normal rank | |||
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)
0 references
7 December 2009
0 references
put-call symmetry
0 references
volatility smile
0 references
local volatility
0 references
stochastic volatility
0 references
time-changed Lévy process
0 references
barrier option
0 references
semistatic hedging
0 references
