The asymptotic smile of a multiscaling stochastic volatility model (Q681999): Difference between revisions
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Latest revision as of 00:40, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic smile of a multiscaling stochastic volatility model |
scientific article |
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The asymptotic smile of a multiscaling stochastic volatility model (English)
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13 February 2018
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implied volatility
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option price
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tail probability
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stochastic volatility model
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large deviations
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multiscaling of moments
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