IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS (Q5324399)
From MaRDI portal
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)
0 references
3 August 2009
0 references
implied volatility
0 references
Monte Carlo simulation
0 references
Asian options
0 references
exotic options
0 references
calibration
0 references
local volatility
0 references