A bias in the volatility smile (Q1621642): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11147-016-9124-0 / rank
 
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Latest revision as of 08:18, 17 July 2024

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A bias in the volatility smile
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    A bias in the volatility smile (English)
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    9 November 2018
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    Black-Scholes-Merton model
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    option pricing
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    implied volatility
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    volatility
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    volatility smile
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    computational finance
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    algorithmic finance
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    options
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