Parametric modeling of implied smile functions: a generalized SVI model (Q2393161)
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scientific article; zbMATH DE number 6196053
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| English | Parametric modeling of implied smile functions: a generalized SVI model |
scientific article; zbMATH DE number 6196053 |
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Parametric modeling of implied smile functions: a generalized SVI model (English)
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7 August 2013
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implied volatility
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parametric model
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Kummer function
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0.84264797
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0.84118867
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0.83857393
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