The large-maturity smile for the Stein-Stein model (Q2454008)

From MaRDI portal
Revision as of 14:29, 8 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
The large-maturity smile for the Stein-Stein model
scientific article

    Statements

    title
    The large-maturity smile for the Stein-Stein model (English)
    0 references
    author
    Martin Forde
    0 references
    publication date
    12 June 2014
    0 references
    zbMATH Keywords
    Stein-Stein model
    0 references
    stochastic volatility
    0 references
    large deviations
    0 references
    Gärtner-Ellis theorem
    0 references
    implied volatility smile
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B70
    0 references
    60H30
    0 references
    60E10
    0 references
    60F10
    0 references
    zbMATH DE Number
    6303434
    0 references
    OpenAlex ID
    W1964665354
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2454008&oldid=35393232"
    Powered by MediaWiki