Fractional stochastic volatility correction to CEV implied volatility (Q5014189): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 11:17, 8 February 2024
scientific article; zbMATH DE number 7436786
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional stochastic volatility correction to CEV implied volatility |
scientific article; zbMATH DE number 7436786 |
Statements
Fractional stochastic volatility correction to CEV implied volatility (English)
0 references
1 December 2021
0 references
fractional stochastic volatility
0 references
constant elasticity of variance
0 references
option pricing
0 references
implied volatility
0 references