Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility and volatility-linked derivatives: estimation, modeling, and pricing |
scientific article |
Statements
Volatility and volatility-linked derivatives: estimation, modeling, and pricing (English)
0 references
31 January 2020
0 references
The authors review recent developments of the estimation and modeling of volatilities for financial products, as well as on the pricing and hedging of financial derivatives that are related to volatility under certain models in continuous time. The presentation is at an intuitive and heuristic level rather than mathematically sound and rigorous in nature.
0 references
volatility
0 references
estimation
0 references
modeling
0 references
volatility derivatives
0 references
pricing
0 references
