IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399): Difference between revisions
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Revision as of 20:48, 5 March 2024
scientific article; zbMATH DE number 5589435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS |
scientific article; zbMATH DE number 5589435 |
Statements
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (English)
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3 August 2009
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implied volatility
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Monte Carlo simulation
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Asian options
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exotic options
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calibration
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local volatility
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