On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:00, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On nonexistence of non-constant volatility in the Black-Scholes formula |
scientific article |
Statements
On nonexistence of non-constant volatility in the Black-Scholes formula (English)
0 references
22 February 2008
0 references
Black-Scholes formula
0 references
stochastic volatility
0 references
stochastic implied volatility
0 references
local volatility models
0 references
