ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611): Difference between revisions
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Revision as of 21:04, 19 March 2024
scientific article; zbMATH DE number 6163068
| Language | Label | Description | Also known as |
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| English | ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS |
scientific article; zbMATH DE number 6163068 |
Statements
ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (English)
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14 May 2013
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implied volatility
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local volatility
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asymptotic expansion
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heat kernels
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