Volatility smile as relativistic effect (Q1620616): Difference between revisions

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Property / DOI: 10.1016/j.physa.2017.02.012 / rank
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Latest revision as of 23:09, 10 December 2024

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Volatility smile as relativistic effect
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    Volatility smile as relativistic effect (English)
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    13 November 2018
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    volatility smile
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    fat tails
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    probability distribution
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    relativistic
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    Brownian motion
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    tower law
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