Arbitrage-free option prices on global markets (Q1037009)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage-free option prices on global markets |
scientific article; zbMATH DE number 5632978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arbitrage-free option prices on global markets |
scientific article; zbMATH DE number 5632978 |
Statements
Arbitrage-free option prices on global markets (English)
0 references
13 November 2009
0 references
option pricing
0 references
stochastic volatility
0 references
local volatility
0 references
ATM
0 references
ITM
0 references
OTM
0 references
0 references
0.7839182019233704
0 references
0.7829743027687073
0 references
0.7461912631988525
0 references
0.7382047176361084
0 references
0.7356745600700378
0 references
