Convergence of At-The-Money Implied Volatilities to the Spot Volatility (Q3516426): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of At-The-Money Implied Volatilities to the Spot Volatility |
scientific article |
Statements
Convergence of At-The-Money Implied Volatilities to the Spot Volatility (English)
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5 August 2008
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implied volatility
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spot volatility
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robustness formula
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martingale central limit theorem
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