Black-Scholes in a CEV random environment (Q1648901)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Black-Scholes in a CEV random environment |
scientific article |
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Black-Scholes in a CEV random environment (English)
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5 July 2018
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volatility asymptotics
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random environment
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forward smile
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large deviations
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0.8965589
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0.85940886
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0.8591577
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0.85785365
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0.8576528
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0.8564575
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0.85289687
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