Option pricing in the moderate deviations regime (Q4581294)

From MaRDI portal
Revision as of 12:23, 7 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 6919654
Language Label Description Also known as
English
Option pricing in the moderate deviations regime
scientific article; zbMATH DE number 6919654

    Statements

    title
    Option pricing in the moderate deviations regime (English)
    0 references
    author
    Peter K. Friz
    0 references
    Stefan Gerhold
    0 references
    Arpad Pinter
    0 references
    publication date
    16 August 2018
    0 references
    zbMATH Keywords
    asymptotics
    0 references
    implied volatility
    0 references
    moderate deviations
    0 references
    option pricing
    0 references

    Identifiers

    DOI
    10.1111/mafi.12156
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    62E20
    0 references
    62P05
    0 references
    zbMATH DE Number
    6919654
    0 references
    Wikidata QID
    Q55634326
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4581294&oldid=18722830"
    Powered by MediaWiki