Implied non-recombining trees and calibration for the volatility smile (Q5423197)
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scientific article; zbMATH DE number 5203410
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied non-recombining trees and calibration for the volatility smile |
scientific article; zbMATH DE number 5203410 |
Statements
Implied non-recombining trees and calibration for the volatility smile (English)
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22 October 2007
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Volatility smile
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implied non-recombining trees
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calibration
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non-convex constrained optimization
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