Dynamics of implied volatility surfaces (Q4646769)

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scientific article; zbMATH DE number 7001502
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English
Dynamics of implied volatility surfaces
scientific article; zbMATH DE number 7001502

    Statements

    title
    Dynamics of implied volatility surfaces (English)
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    author
    Rama Cont
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    José Da Fonseca
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    publication date
    14 January 2019
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    Mathematics Subject Classification ID
    91G20
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    62P05
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    62M10
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    zbMATH DE Number
    7001502
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    zbMATH Keywords
    index options pricing
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    volatility surfaces
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    option portfolios
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    OpenAlex ID
    W2103975365
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