The large-maturity smile for the Stein-Stein model (Q2454008)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large-maturity smile for the Stein-Stein model |
scientific article |
Statements
The large-maturity smile for the Stein-Stein model (English)
0 references
12 June 2014
0 references
Stein-Stein model
0 references
stochastic volatility
0 references
large deviations
0 references
Gärtner-Ellis theorem
0 references
implied volatility smile
0 references
0 references
0 references
