Volatility smile as relativistic effect (Q1620616)

From MaRDI portal
Revision as of 03:23, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Volatility smile as relativistic effect
scientific article

    Statements

    title
    Volatility smile as relativistic effect (English)
    0 references
    author
    Zura Kakushadze
    0 references
    published in
    Physica A
    0 references
    publication date
    13 November 2018
    0 references
    zbMATH Keywords
    volatility smile
    0 references
    fat tails
    0 references
    probability distribution
    0 references
    relativistic
    0 references
    Brownian motion
    0 references
    tower law
    0 references

    Identifiers

    zbMATH DE Number
    6979145
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1620616&oldid=13924717"
    Powered by MediaWiki