Implied Lévy volatility (Q3404095)
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scientific article; zbMATH DE number 5667265
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Implied Lévy volatility |
scientific article; zbMATH DE number 5667265 |
Statements
Implied Lévy volatility (English)
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5 February 2010
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Lévy space volatility
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Black-Scholes volatility
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delta
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option pricing
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normal inverse Gaussian process
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Meixner process
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