On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5239046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On nonexistence of non-constant volatility in the Black-Scholes formula |
scientific article; zbMATH DE number 5239046 |
Statements
On nonexistence of non-constant volatility in the Black-Scholes formula (English)
0 references
22 February 2008
0 references
Black-Scholes formula
0 references
stochastic volatility
0 references
stochastic implied volatility
0 references
local volatility models
0 references
0 references
0.8647529
0 references
0.8582595
0 references
0.85633934
0 references
0.8560881
0 references
0.85587907
0 references
0.8557633
0 references
0.85407233
0 references
