On the implicit Black–Scholes formula (Q5451162): Difference between revisions

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+https://doi.org/10.1080/17442500701607706
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+W2090032241
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+Q57712771
@@ Property / Wikidata QID: Q57712771 / rank @@
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+Statistical inference for time-inhomogeneous volatility models.
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+On nonexistence of non-constant volatility in the Black-Scholes formula
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+The cumulant process and Esscher's change of measure
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+Q5313290
@@ Property / cites work: Q5313290 / rank @@
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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+A market model for stochastic implied volatility
@@ Property / cites work: A market model for stochastic implied volatility / rank @@
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+Q4220653
@@ Property / cites work: Q4220653 / rank @@
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Publication:5451162