Asymptotics of Forward Implied Volatility (Q5250047)
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scientific article; zbMATH DE number 6435990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Forward Implied Volatility |
scientific article; zbMATH DE number 6435990 |
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Asymptotics of Forward Implied Volatility (English)
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15 May 2015
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stochastic volatility
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time-changed Lévy model
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asymptotic expansion
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large deviations
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forward implied volatility
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