Option pricing in the moderate deviations regime (Q4581294)
From MaRDI portal
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
Option pricing in the moderate deviations regime (English)
0 references
16 August 2018
0 references
asymptotics
0 references
implied volatility
0 references
moderate deviations
0 references
option pricing
0 references
0 references
0 references
0 references
