Volatility smile as relativistic effect (Q1620616): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility smile as relativistic effect |
scientific article |
Statements
Volatility smile as relativistic effect (English)
0 references
13 November 2018
0 references
volatility smile
0 references
fat tails
0 references
probability distribution
0 references
relativistic
0 references
Brownian motion
0 references
tower law
0 references
