A tale of two volatilities (Q1037571)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5633538
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A tale of two volatilities |
scientific article; zbMATH DE number 5633538 |
Statements
A tale of two volatilities (English)
0 references
16 November 2009
0 references
Lévy process
0 references
stochastic volatility
0 references
skewness
0 references
time changes
0 references
scaling
0 references
0 references
0 references
0 references
0.83018875
0 references
0.82198656
0 references
0.81554294
0 references
