Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (Q3055866): Difference between revisions
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Revision as of 10:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes |
scientific article |
Statements
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (English)
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10 November 2010
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call and put pricing functions
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implied volatility
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asymptotic formulas, Pareto-type distributions
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regularly varying functions
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