Fractional stochastic volatility correction to CEV implied volatility (Q5014189): Difference between revisions
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Revision as of 01:15, 20 March 2024
scientific article; zbMATH DE number 7436786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional stochastic volatility correction to CEV implied volatility |
scientific article; zbMATH DE number 7436786 |
Statements
Fractional stochastic volatility correction to CEV implied volatility (English)
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1 December 2021
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fractional stochastic volatility
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constant elasticity of variance
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option pricing
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implied volatility
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