Volatility smile as relativistic effect (Q1620616): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility smile as relativistic effect |
scientific article |
Statements
Volatility smile as relativistic effect (English)
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13 November 2018
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volatility smile
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fat tails
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probability distribution
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relativistic
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Brownian motion
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tower law
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