Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (Q4968922)

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scientific article; zbMATH DE number 7078087
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Short-Term At-the-Money Asymptotics under Stochastic Volatility Models
scientific article; zbMATH DE number 7078087

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    Short-Term At-the-Money Asymptotics under Stochastic Volatility Models (English)
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    10 July 2019
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    asymptotic expansion
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    implied volatility
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    rough volatility
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