Finite arbitrage times and the volatility smile? (Q5947893): Difference between revisions
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Revision as of 23:45, 4 March 2024
scientific article; zbMATH DE number 1666259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite arbitrage times and the volatility smile? |
scientific article; zbMATH DE number 1666259 |
Statements
Finite arbitrage times and the volatility smile? (English)
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23 October 2001
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nonequilibrium option pricing theory
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mean field approach
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stochastic processes
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volatility surfaces
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finite average
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