Spectral methods for volatility derivatives (Q3182744)
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scientific article; zbMATH DE number 5616502
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spectral methods for volatility derivatives |
scientific article; zbMATH DE number 5616502 |
Statements
Spectral methods for volatility derivatives (English)
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16 October 2009
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volatility modeling
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volatility smile fitting
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volatility surfaces
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stochastic volatility quantitative finance
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0.7905396819114685
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0.7740514278411865
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0.7642855048179626
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0.763685405254364
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0.763126015663147
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