On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399)

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scientific article; zbMATH DE number 5239046
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    On nonexistence of non-constant volatility in the Black-Scholes formula
    scientific article; zbMATH DE number 5239046

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      On nonexistence of non-constant volatility in the Black-Scholes formula (English)
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      22 February 2008
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      Black-Scholes formula
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      stochastic volatility
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      stochastic implied volatility
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      local volatility models
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