Asymptotics of Implied Volatility far from Maturity (Q3182423)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Implied Volatility far from Maturity |
scientific article |
Statements
Asymptotics of Implied Volatility far from Maturity (English)
0 references
8 October 2009
0 references
implied volatility
0 references
large deviations
0 references
saddle-point approximation
0 references
