VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (Q3523580): Difference between revisions
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Latest revision as of 11:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY |
scientific article |
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VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (English)
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3 September 2008
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smile consistent
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deterministic volatility models
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stochastic volatility models
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discrete and continuous time
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