Smile Asymptotics II: Models with Known Moment Generating Functions (Q5459905): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1981168607 / rank | |||
Normal rank |
Revision as of 19:07, 19 March 2024
scientific article; zbMATH DE number 5270288
Language | Label | Description | Also known as |
---|---|---|---|
English | Smile Asymptotics II: Models with Known Moment Generating Functions |
scientific article; zbMATH DE number 5270288 |
Statements
Smile Asymptotics II: Models with Known Moment Generating Functions (English)
0 references
30 April 2008
0 references
implied volatility smile
0 references
tail-wing formula
0 references
Tauberian theory
0 references