Smiles \& smirks: volatility and leverage by jumps (Q2076900)
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scientific article; zbMATH DE number 7478874
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Smiles \& smirks: volatility and leverage by jumps |
scientific article; zbMATH DE number 7478874 |
Statements
Smiles \& smirks: volatility and leverage by jumps (English)
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22 February 2022
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finance
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Lévy process
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time change
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option pricing
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dependence
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0.8036090731620789
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0.7943519353866577
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0.7914858460426331
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0.7896709442138672
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