Monotonicity of implied volatility for perpetual put options (Q6198979): Difference between revisions

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-.1017/jpr.2023.36
@@ Property / DOI: 10.1017/jpr.2023.36 / rank @@
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+https://doi.org/10.1017/jpr.2023.36
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+W4381167654
@@ Property / OpenAlex ID: W4381167654 / rank @@
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@@ Property / cites work @@
+Malliavin Calculus in Finance
@@ Property / cites work: Malliavin Calculus in Finance / rank @@
+Normal rank
@@ Property / cites work @@
+On the properties of \(r\)-excessive mappings for a class of diffusions
+Normal rank
@@ Property / cites work @@
+Asymptotics and calibration of local volatility models
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@@ Property / cites work @@
+Computing the implied volatility in stochastic volatility models
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@@ Property / cites work @@
+Q3150773
@@ Property / cites work: Q3150773 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of game options
@@ Property / cites work: Properties of game options / rank @@
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@@ Property / cites work @@
+Recovering a time-homogeneous stock price process from perpetual option prices
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@@ Property / cites work @@
+SHORT-TIME IMPLIED VOLATILITY IN EXPONENTIAL LÉVY MODELS
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@@ Property / DOI @@
+.1017/JPR.2023.36
@@ Property / DOI: 10.1017/JPR.2023.36 / rank @@
+Normal rank