General Smile Asymptotics with Bounded Maturity (Q2832614)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Smile Asymptotics with Bounded Maturity |
scientific article |
Statements
General Smile Asymptotics with Bounded Maturity (English)
0 references
11 November 2016
0 references
implied volatility
0 references
asymptotic behavior
0 references
volatility smile
0 references
tail probability
0 references
0 references
0 references
0 references
0 references
