From characteristic functions to implied volatility expansions (Q3450511): Difference between revisions
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Latest revision as of 15:51, 19 April 2024
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| Language | Label | Description | Also known as |
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| English | From characteristic functions to implied volatility expansions |
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From characteristic functions to implied volatility expansions (English)
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6 November 2015
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characteristic function
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exponential martingale
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implied volatility expansion
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finite and infinite activity exponential Lévy models
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Heston model
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