Monotonicity of implied volatility for perpetual put options (Q6198979): Difference between revisions
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Revision as of 09:48, 30 July 2024
scientific article; zbMATH DE number 7808672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity of implied volatility for perpetual put options |
scientific article; zbMATH DE number 7808672 |
Statements
Monotonicity of implied volatility for perpetual put options (English)
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23 February 2024
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implied volatility
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American options
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volatility skew
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