A market model for stochastic implied volatility (Q4719408): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:47, 7 February 2024
scientific article; zbMATH DE number 1383970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A market model for stochastic implied volatility |
scientific article; zbMATH DE number 1383970 |
Statements
A market model for stochastic implied volatility (English)
0 references
27 June 2001
0 references
option pricing
0 references
stochastic volatility
0 references
smile effect
0 references
term structure of volatility
0 references
strike structure of volatility
0 references
