IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (Q3523562): Difference between revisions
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Revision as of 11:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY |
scientific article |
Statements
IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (English)
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3 September 2008
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stochastic volatility
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local volatility
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implied volatility, volatility risk premium
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skew
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smile
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