Implied Lévy volatility (Q3404095)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied Lévy volatility |
scientific article |
Statements
Implied Lévy volatility (English)
0 references
5 February 2010
0 references
Lévy space volatility
0 references
Black-Scholes volatility
0 references
delta
0 references
option pricing
0 references
normal inverse Gaussian process
0 references
Meixner process
0 references
