The large-maturity smile for the Stein-Stein model (Q2454008): Difference between revisions
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Revision as of 01:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large-maturity smile for the Stein-Stein model |
scientific article |
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The large-maturity smile for the Stein-Stein model (English)
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12 June 2014
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Stein-Stein model
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stochastic volatility
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large deviations
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Gärtner-Ellis theorem
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implied volatility smile
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