Symmetric martingales and symmetric smiles (Q734666): Difference between revisions
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| Property / DOI: 10.1016/J.SPA.2009.07.007 / rank | |||
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Latest revision as of 02:30, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetric martingales and symmetric smiles |
scientific article |
Statements
Symmetric martingales and symmetric smiles (English)
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13 October 2009
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Ocone martingales
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symmetric increments
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implied volatility
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