TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (Q3086258): Difference between revisions
From MaRDI portal
Latest revision as of 10:28, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION |
scientific article |
Statements
TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION (English)
0 references
30 March 2011
0 references
market models
0 references
Heath-Jarrow-Morton approach
0 references
implied volatility
0 references
local volatility
0 references
tangent Lévy models
0 references
0 references
0 references
0 references