Riding on the smiles (Q2866376)
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scientific article; zbMATH DE number 6238220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Riding on the smiles |
scientific article; zbMATH DE number 6238220 |
Statements
Riding on the smiles (English)
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13 December 2013
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calibration
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implied volatility
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Wishart stochastic volatility
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FFT
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stochastic skew
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0.7865250110626221
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0.7803372740745544
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0.7738986611366272
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0.7718039155006409
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0.7714359164237976
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