Spectral methods for volatility derivatives (Q3182744): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3121614020 / rank | |||
Normal rank |
Revision as of 15:39, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral methods for volatility derivatives |
scientific article |
Statements
Spectral methods for volatility derivatives (English)
0 references
16 October 2009
0 references
volatility modeling
0 references
volatility smile fitting
0 references
volatility surfaces
0 references
stochastic volatility quantitative finance
0 references