PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922): Difference between revisions
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Revision as of 12:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS |
scientific article |
Statements
PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (English)
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7 December 2009
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put-call symmetry
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volatility smile
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local volatility
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stochastic volatility
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time-changed Lévy process
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barrier option
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semistatic hedging
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